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Negative estimate for CMultStdev


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#1 sinyinlim

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Posted 25 July 2017 - 04:21 PM

Hi,

 

I used a combined add+mult residual error method for my model and obtained a negative value for the CMultStdev estimation. 

 

could somebody explain why would I get a negative sigma value?

 

Thanks!



#2 mittyright

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Posted 30 July 2017 - 09:23 AM

Hi!

The formula is:

C + eps*sqrt( 1 + ( C*multStdev/sigma() )^2 )

Due to squaring the engine does not care of multStdev sign.
In fact you can use the abs value of multStdev
To check it put the abs multStdev value instead of negative given, limit number of iterations to zero and run. Are there some changes in results?

Mittyright

#3 sinyinlim

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Posted 03 August 2017 - 06:04 PM

thank you very much, Mittyright. I used the abs multStdev value instead of the negative value and got the exact same results. 






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