I have performed a MLE fit to some data that I have using the fminunc function in matlab and estimated the parameter confidence intervals from the Hessian output. Does anyone have a method for generating 95% confidence bands around the fitted curve?
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1 Answers
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A crude way to do this is generate parameters grid on the intervals that you have obtained, and plot the curve for every point of this grid. This works only if the number of parameters is low. You should keep in mind that the resulting confidence interval for curve is lower than that of the parameters, i.e. if you have 2 parameters with 95% confidence, you will obtain 95%*95%=90% confidence interval
If the curve depends on the parameters monotonically at every point, you can generate the interval just by taking boundary values of parameter intervals.
