[R] Significance of confidence intervals in the Non-Linear Least Squares Program.

[glenn andrews]

I am using the non-linear least squares routine in "R" -- nls.  I have a 
dataset where the nls routine outputs tight confidence intervals on the 
2 parameters I am solving for.

As a check on my results, I used the Python SciPy leastsq module on the 
same data set and it yields the same answer as "R" for the 
coefficients.  However, what was somewhat surprising was the the 
condition number of the covariance matrix reported by the SciPy leastsq 
program = 379.

Is it possible to have what appear to be tight confidence intervals that 
are reported by nls, while in reality they mean nothing because of the 
ill-conditioned covariance matrix? 

Glenn