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Corynebacterium glutamicum - JUWEL - Forschungszentrum Jülich

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2.4. Fitting Models to Experimental Data<br />

In words: the possible error in the parameter estimates is caused by the possible error<br />

in the measured values and depends on how sensitive the predicted values are towards<br />

the parameter values.<br />

The covariance matrix of the parameters is a symmetric matrix with the variances<br />

of the parameters on the diagonal. When all measurements are independent, all other<br />

entries of the matrix are zeros. A very important indication of the accuracy of the<br />

parameter estimation is the comparison of the standard deviations of the parameter<br />

estimates with the estimated parameter values themselves. These standard deviations<br />

are calculated as the square root of the diagonal entries of the covariance matrix.<br />

From the covariance matrix of the parameter estimates, the correlation matrix of the<br />

parameter estimates Corθ can easily be calculated with element i, j of the correlation<br />

matrix defined as<br />

Corθ(i, j) =<br />

Covθ(i, j)<br />

� Covθ(i, i)Covθ(j, j)<br />

(2.33)<br />

The elements of this matrix, the correlation coefficients, are values between -1 and 1<br />

where -1 indicates a complete negative correlation, 0 means no correlation was found and<br />

1 indicates complete correlation. Correlation coefficients close to 1 or -1 also indicate that<br />

these parameters are not estimable uniquely. In some of these cases, it might be easily<br />

possible to simplify the model without much loss of accuracy of the model predictions,<br />

or an experiment could be planned aiming at estimating this pair of parameters.<br />

2.4.3. Accuracy of the Fitted Model<br />

After the parameters of a model are estimated, the accuracy of the model fit to the available<br />

data needs to be evaluated. A couple of options for this evaluation are mentioned<br />

here.<br />

When the measured values have a normal distributed measurement error with zero<br />

mean and standard deviation σ, the difference between the predictions by an accurate<br />

unbiased model and the measured values is also expected to follow this distribution.<br />

The agreement between the distribution of the observed errors and the expected normal<br />

distribution can be tested by a chi squared test. A reduced chi squared, ˜χ 2 ,canbe<br />

defined as (Taylor, 1982)<br />

˜χ 2 i = 1<br />

d<br />

N�<br />

� �2 yi − ˆyi<br />

. (2.34)<br />

i=1<br />

where yi indicates the measured value whereas ˆyi is the corresponding model prediction.<br />

The degrees of freedom d is used to scale the chi squared value. This degree of freedom<br />

can be calculated as the difference between the amount of estimated model parameters<br />

and the amount of measurements N. For good fitting models, ˜χ 2 is expected to be about<br />

1. All models leading to lower values are accepted and models with much higher values<br />

do not fit properly. When values of slightly more than 1 are achieved, a more accurate<br />

σi<br />

19

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