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## practical guidelines

If you have a basis for assigning weights to each data point, doing so lets you make use of additional knowledge about your measurements, e.g., take into account that some points may be more reliable than others. That may affect the final values of the parameters.

Weighting the data provides a basis for interpreting the additional fit output after the last iteration. Even if you weight each point equally, estimating an average standard deviation rather than using a weight of 1 makes WSSR a dimensionless variable, as chisquare is by definition.

Each fit iteration will display information which can be used to evaluate the progress of the fit. (An '*' indicates that it did not find a smaller WSSR and is trying again.) The 'sum of squares of residuals', also called 'chisquare', is the WSSR between the data and your fitted function; fit has minimized that. At this stage, with weighted data, chisquare is expected to approach the number of degrees of freedom (data points minus parameters). The WSSR can be used to calculate the reduced chisquare (WSSR/ndf) or stdfit, the standard deviation of the fit, sqrt(WSSR/ndf). Both of these are reported for the final WSSR.

If the data are unweighted, stdfit is the rms value of the deviation of the data from the fitted function, in user units.

If you supplied valid data errors, the number of data points is large enough, and the model is correct, the reduced chisquare should be about unity. (For details, look up the 'chi-squared distribution' in your favorite statistics reference.) If so, there are additional tests, beyond the scope of this overview, for determining how well the model fits the data.

A reduced chisquare much larger than 1.0 may be due to incorrect data error estimates, data errors not normally distributed, systematic measurement errors, 'outliers', or an incorrect model function. A plot of the residuals, e.g., plot 'datafile' using 1:($2-f($1)), may help to show any systematic trends. Plotting both the data points and the function may help to suggest another model.

Similarly, a reduced chisquare less than 1.0 indicates WSSR is less than that expected for a random sample from the function with normally distributed errors. The data error estimates may be too large, the statistical assumptions may not be justified, or the model function may be too general, fitting fluctuations in a particular sample in addition to the underlying trends. In the latter case, a simpler function may be more appropriate.

The p-value of the fit is one minus the cumulative distribution function of the chisquare-distribution for the number of degrees of freedom and the resulting chisquare. This can serve as a measure of the goodness-of-fit. The range of the p-value is between zero and one. A very small or large p-value indicates that the model does not describe the data and its errors well. As described above, this might indicate a problem with the data, its errors or the model, or a combination thereof. A small p-value might indicate that the errors have been underestimated and the errors of the final parameters should thus be scaled. See also set fit errorscaling.

You'll have to get used to both fit and the kind of problems you apply it to before you can relate the standard errors to some more practical estimates of parameter uncertainties or evaluate the significance of the correlation matrix.

Note that fit, in common with most nonlinear least-squares implementations, minimizes the weighted sum of squared distances (y-f(x))**2. It does not provide any means to account for "errors" in the values of x, only in y. Also, any "outliers" (data points outside the normal distribution of the model) will have an exaggerated effect on the solution.