AsymptoticCovarianceMatrix

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

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

DetailsDetails

  • To use AsymptoticCovarianceMatrix, 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 covariance matrix is based on the linear approximation to the fitted nonlinear model.
  • The asymptotic covariance matrix is equivalent to where is the estimated variance and is the design matrix for the linear model approximation.