AsymptoticCorrelationMatrix

As of Version 7.0, AsymptoticCorrelationMatrix has become a property of NonlinearModelFit.

AsymptoticCorrelationMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated correlation matrix of the fit parameters.

DetailsDetails

  • 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.
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