[Help-gsl] GSL fit. Error estimates.

[Stanislav Vinogradov]

Hi all, 

I had used the gnuplot as well as the GSL facilities for
fitting my experimental data by power law y~ b*x^a.
When I approximate data by linear algorithm (in logarithmic 
variables) both gnuplot and GSL give the same results. 
But if data had been approximated directly by power law 
and nonlinear fitting algorithm, the GSL fit give the same 
results, as gnuplot, but with sufficiently greater error 
estimates. The heart is that in GSL, against to gnuplot, 
for poor fit (when the chi-squared per degree of freedom 
(dof) is greater then 1) errors obtained from the covariance 
matrix are scaled by factor sqrt(chi^2/dof) 

So, what approach is more correct?

Cheers, 
Stanislav.