[Gretl-users] Re: confidence intervals in NLS
On Wed, 31 Dec 2008, John Paravantis wrote:
Please see PRISM 4 manual that may be downloaded for free from
http://www.graphpad.com/manuals/prism4/regressionbook.pdf
In it (pp. 97 to 103), you will find references to asymptotic standard
errors and confidence intervals in the case of STATIC models estimated
via NLS.
Thanks, but that discussion pertains to standard errors and
confidence intervals for the parameter estimates -- something
gretl already does fine -- not for forecasts.
I have also attached the NCSS curve fitting manual to this
message (to be received in your private email). In it you will
find references to bootstrapping for confidence intervals.
Yes, the section on "Bootstrap prediction intervals" in that text
is relevant. This is something we can probably implement at some
point.
Allin.