Alex Tartakovsky writes: > >From GSL manual (pp. 361-362), standard texts, and just common > >sense, one expects that the output produced by a weighted > >regression with all the weights set to 1 should be the same as > >from unweighted regression. This is not the case for the > >covariance estimates produced by "fit" and "multifit" > >least-squares GSL functions. The reason is that the cov estimates > >in the straight versions of the functions include s2 (an estimate > >of the error variance):
Giulio Bottazzi writes: > Probably it would help to explicitly mention the formula used to > compute variance-covariance matrix in ALL the routines, so that the > average dumb user (like me), by comparing the different formulas, > can immediatly understand were differences can possibly arise. What > do you think? Thanks for the comments, I have added some longer explanations in the manual about how the covariance matrices are computed and their definitions for the different cases. The new chapters are available at http://www.network-theory.co.uk/download/gsl/newchaps.ps.gz -- Brian Gough Network Theory Ltd, Publishing Free Software Manuals --- http://www.network-theory.co.uk/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
