1996
DOI: 10.1063/1.168569
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A new scheme for calculating weights and describing correlations in nonlinear least-squares fits

Abstract: The equations for nonlinear least-squares analysis are reformulated in terms of dimensionless vectors and matrices. The diagonal elements of a dimensionless curvature matrix give the relative weights of the fit variables. Eigenvectors and eigenvalues of this matrix are used to describe the correlations between all of the parameters, and bivariant correlation coefficients may be calculated directly from its matrix elements. With the dimensionless formulation it is easy to compare confidence limits, correlations… Show more

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Cited by 9 publications
(17 citation statements)
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“…To extract the cross section and rate coefficients from an absorption profile, we perform a nonlinear least-squares analysis to minimize the χ 2 merit function. 52 To perform this analysis, we have introduced a dimensionless curVature matrix 53 into the equations of standard nonlinear least-squares analysis. One advantage of this reformulation is that the dimensionless curvature matrix used to reduce the data is mathematically equivalent to the discrimination matrix of the correlation analysis discussed above.…”
Section: Experimental Design and Methods Of Data Reductionmentioning
confidence: 99%
“…To extract the cross section and rate coefficients from an absorption profile, we perform a nonlinear least-squares analysis to minimize the χ 2 merit function. 52 To perform this analysis, we have introduced a dimensionless curVature matrix 53 into the equations of standard nonlinear least-squares analysis. One advantage of this reformulation is that the dimensionless curvature matrix used to reduce the data is mathematically equivalent to the discrimination matrix of the correlation analysis discussed above.…”
Section: Experimental Design and Methods Of Data Reductionmentioning
confidence: 99%
“…Two other good sources are Meyer's book [12] and the recent classic Numerical Recipes [10]. Recently, we introduced a dimensionless formulation of least-squares analysis [13]. An advantage of this reformulation is that the relative weights or importance of parameters may be determined before the fitting procedure is executed.…”
Section: Review Of Techniques Used To Model Datamentioning
confidence: 99%
“…Before Monte Carlo simulations are performed it is instructive to test the parabolic approximation to the chi-squared surface. This may be accomplished by calculating the eigenvalues and eigenvectors of the dimensionless curvature matrix [13]. Then, the actual surface is calculated along each ei-If the distribution of the fractional deviations is normal both the skewness and the kurtosis will be zero.…”
Section: Monte Carlo Simulationsmentioning
confidence: 99%
“…Therefore, their data will not be considered. All of the remaining data below 1400 K were reduced with a dimensionless reformulation of nonlinear least-squares analysis, 32 where the uncertainty in each point was assumed to be proportional to the value of the rate coefficient. From this reduction we assigned an 8% uncertainty to each of the points below 1400 K. Above 1400 K, where data is obtained from experiments in shock tubes, the scatter is significantly larger and it is not possible to select one set over the other.…”
Section: ͑29͒mentioning
confidence: 99%