AsymptoticCorrelationMatrix

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


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

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  • To use , you first need to load the Regression Common Functions Package. You can do this by using , which will automatically load the Regression Common Functions Package, or you can load the package directly by using .
  • 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.