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I am looking for methods to calculate the error in a slope.
the caveat is that my values themselves are averages with a STDEV. E.g. x 1+-1% 2+-1% 3+-1% y 0.14+-0.01 0.27+-0.02 0.42+-0.02 (using http://www.cartage.org.lb/en/themes/...onDivision.htm as the calculation method for these errors) This could be simplified by assuming the x-values have no deviation. Now I can just plot the average slope of those three values, I can make a simple linear regression analysis, obtain the least square values as shown here http://www.physicsforums.com/showthread.php?t=194616 and somewhat related here http://www.physicsforums.com/showthread.php?t=173827 or use the Excel Linestatistics (http://www.trentu.ca/academic/physics/linestdemo.html) I obtain a value for the slope of my averaged slope, and a STDEV, based on the Least Square algorithm. But this does not take into account at all my initial STDEV, only the deviation of my data from the mean. Is there a more general algorithm that can take STDEVs in the initial (at least) y values, or both x and y values, and how would I calculate that? Thank you. |
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For these further thoughts, I will disregard the x-axis uncertainty, which
derives from the measurement setup. How can I convert deviations in the x-values into independent y-(or z-,... )values? I am very interested in the standard error of the resulting function. One suggestion I got was to simply make 2 lines through the graph, one using all max values (all y- values +the error), and one using all min values (all y- values -the error), then taking the average of those two, and using a simple STDEV as as standard error. I somewhat disagree with that (and would be happy for comments). Anyways, the linear OLS (ordinary least square) function in excel from LINEST gives the slope m out as (sum (x-x(average)*(y-y(average)) / (sum (x-x(average)) and the intercept with the y-axis b as b=y(av)-mx(av) so far, so good. So for a simple sample set of three points (x;y)=(1;1), (2;2.1), (3;2.9). the slope m = 0.95, and b=0.1 Using Linest (y, x,,TRUE), I can create an array that gives me exactly those values, with a STDEV for m=0.086603 and for b=0.187 1) How are those values calculated? 2) How come the st.deviation for b is 80% larger than its original value?!? Furthermore, if I now force the slope to go through 0, I use (y, x,0,TRUE), my slope becomes 0.9928 and b=0 (obviously), with STDEV(m)=0.026245. But if I use above-mentioned calculation, and just add a fourth point (0;0), I get a slope of 0.98, and a b of 0.03, NOT what excel does by forcing it through zero. Any help with how both slope-forced through zero, and all STDEVs are actually calculated would be greatly appreciated. Thanks. |
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