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12-Amethyst
June 6, 2016
Solved

SSE vs. ERR variable at a MinERR Solveblock?

  • June 6, 2016
  • 2 replies
  • 4650 views

Hi Friends,

one short Question:

Is - for an nonlinear model - the ERR variable at a MINERR Solve Block the same as the Sum of Squared Errors? (SSE)

I have different values there.

Thanks for helping and answering.

Walter

Best answer by ViktorKorobov

Walter,

Compare SSE and ERR^2.

2 replies

1-Visitor
June 6, 2016

Walter,

Compare SSE and ERR^2.

25-Diamond I
June 6, 2016

The attached sheet should help but Viktor already explained the relationship.

Regards, Werner

12-Amethyst
June 6, 2016

Dear Werner, thanks a lot for your nice sheet. I have adapted it with my model and worked fine. I really a little bit confused why the mentioned sheet will not work.

Thanks

Walter

19-Tanzanite
June 6, 2016

Get rid of the parameter c from the fit. The fit is just as good, and now all variations of minerr give the same answers. The value of ERR is still different when you minimize the residuals or SSE, but that's because of the way ERR is calculated. If you evaluate SSE, it's the same.

So the parameters are not independent (or possibly, they are algebraically independent but dependent to a very good approximation). This also explains the near singular matrix when calculating the confidence limits. Looking at the fitting function, it's certainly not obvious to me why the parameters are interdependent, but they are.