AsymptoticCorrelationMatrix
AsymptoticCorrelationMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated correlation matrix of the fit parameters.
Details and Options
- To use AsymptoticCorrelationMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- The estimated correlation matrix is based on the linear approximation to the fitted nonlinear model.
- The asymptotic correlation matrix is equivalent to
where 
is the design matrix for the linear model approximation.
Text
Wolfram Research (2007), AsymptoticCorrelationMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCorrelationMatrix.html.
CMS
Wolfram Language. 2007. "AsymptoticCorrelationMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCorrelationMatrix.html.
APA
Wolfram Language. (2007). AsymptoticCorrelationMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCorrelationMatrix.html