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BUILT-IN MATHEMATICA SYMBOL
VarianceEstimatorFunction
VarianceEstimatorFunction
is an option for LinearModelFit and NonlinearModelFit which specifies the variance estimator to use.
Details
- VarianceEstimatorFunction defines the function for estimating the error variance scale for linear and nonlinear models with assumed normally distributed errors.
- With the setting VarianceEstimatorFunction->f, the variance scale is estimated by
where 
is the list of residuals and w is the list of weights, as specified by the setting for the Weights option. - The default setting Automatic estimates the variance scale by
where 
is the weight for the 
th data point, 
is the 
th residual, 
is the number of data elements, and 
is the number of parameters in the model. - With VarianceEstimatorFunction->(1&) and Weights->{1/
y12, 1/y22, ...}, 
is treated as the known uncertainty of measurement 
and parameter standard errors are effectively computed only from the weights. »
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