Mathematica Asked on January 18, 2021
If I have two set of data such as:
data5 = {{-2.`, -0.007008009734230887`}, {-1.5228787452803376`,
0.03830991145135324`}, {-1.`,
0.014605055663889335`}, {-0.5228787452803376`,
-0.01894062130202948`}, {-4.821637332766436`*^-17,
-0.008347638159826627`}, {0.4771212547196624`,
-0.014816432977226584`}, {1.`,
0.026906017564620632`}, {1.4771212547196624`,
0.3867839577138885`}, {2.`,
0.563485775448038`}, {2.4771212547196626`,
0.8415445741788008`}, {3.`,
1.0876231237435008`}, {3.477121254719662`,
1.377784291681077`}, {4.`, 2.021630688190699`}};
data45 = {{-2.`, 0.028505019782043887`}, {-1.5228787452803376`,
0.145355594235398`}, {-1.`,
0.2367119881931513`}, {-0.5228787452803376`,
0.5038649822289214`}, {-4.821637332766436`*^-17,
0.8806044159680895`}, {0.4771212547196624`,
1.374633368524427`}, {1.`,
2.1552475532987945`}, {1.4771212547196624`,
2.790482121197644`}, {2.`,
3.3951653306812712`}, {2.4771212547196626`,
4.088759791862447`}, {3.`,
4.641978562314361`}, {3.477121254719662`,
5.262194040385147`}, {4.`, 5.247505774294609`}};
which plotted like:
ListPlot[data5, PlotRange -> All,
PlotMarkers -> {Automatic, Offset[13]}, AspectRatio -> 1 ,
Frame -> True, Axes -> False, AspectRatio -> 1,
FrameStyle -> Directive[Black, 13]]
ListPlot[data45, PlotRange -> All,
PlotMarkers -> {Automatic, Offset[13]}, AspectRatio -> 1 ,
Frame -> True, Axes -> False, AspectRatio -> 1,
FrameStyle -> Directive[Black, 13]]
Gives (without the red line):
Questions:
fit5[x_] := Fit[data5, {1, x}, x]
Solve[fit5[x] == 0, x]
{{x -> -0.628349}}
fit45[x_] := Fit[data45, {1, x}, x]
Solve[fit45[x] == 0, x]
{{x -> -1.35754}}
Show[ListPlot[data5, Axes -> True, AxesOrigin -> {0, 0},
PlotRangePadding -> Scaled[.1], PlotRange -> All,
PlotMarkers -> {Automatic, Offset[13]},
Frame -> True, AspectRatio -> 1,
FrameStyle -> Directive[Black, 13]],
Plot[Evaluate@fit5[x], {x, -2, 4},
PlotStyle -> Directive[Thick, Red], MeshFunctions -> {#2 &},
Mesh -> {{0}}, MeshStyle -> Directive[Red, AbsolutePointSize[8]]]]
Replace data5
with data45
and fit5
with fit45
to get
Correct answer by kglr on January 18, 2021
"An estimate without an associated measure of precision is at best of unknown value." -- Me
If your data generation process results in two connected line segments, you might consider piecewise linear regression. Doing so will give you an estimate of precision of the value of the value of $x$ that results in a prediction of zero for the rightmost line segment.
If you have two connected line segments represented by $y = a_1+b_1 x$ for $x leq c$ and $y = a_2+b_2 x$ otherwise, then to have them connect at $x=c$ you need
$$a_1+b_1 c=a_2+b_2 c$$
That means that $a_2$ is a function of the other parameters:
Solve[a1 + b1 c == a2 + b2 c, a2][[1]] // FullSimplify
{a2 -> a1 + (b1 - b2) c}
All of the parameters can be estimated using NonlinearModelFit
:
f[x_, a1_, b1_, b2_, c_] := Piecewise[{{a1 + b1 x, x <= c}}, a1 + (b1 - b2) c + b2 x]
nlm = NonlinearModelFit[data5, f[x, a1, b1, b2, c], {a1, b1, b2, c}, x];
mle = nlm["BestFitParameters"]
(* {a1 -> 0.0034013, b1 -> -0.00193328, b2 -> 0.61858, c -> 1.04904} *)
Show[ListPlot[data5],
Plot[nlm[x], {x, Min[data5[[All, 1]]], Max[data5[[All, 1]]]}]]
The estimated value of $x$ that results in $y=0$ for the rightmost segment is found with:
x0 = x /. Solve[a1 + (b1 - b2) c + b2 x == 0, x][[1]]
(* (-a1 - b1 c + b2 c)/b2 *)
That value for data5
is
x0 /. mle
(* 1.04682 *)
An approximate 95% confidence interval for the "true" value can be found with the Delta Method.
covMat = nlm["CovarianceMatrix"];
g = D[x0, {{a1, b1, b2, c}}] /. mle;
ci = {x0 - 1.96 Sqrt[g . covMat . g], x0 + 1.96 Sqrt[g . covMat . g]} /. mle
(* {0.763371, 1.33028} *)
So an approximate 95% confidence interval is (0.763, 1.330). If that is too wide for what you need, you need more data or lower expectations. The plot with the confidence interval looks like the following:
Doing the same for data45
:
Answered by JimB on January 18, 2021
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