CovarianceMatrix

As of Version 7.0, CovarianceMatrix has become a property of LinearModelFit.

CovarianceMatrix

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the estimated covariance matrix of the fit parameters.

Details

Examples

Basic Examples  (1)

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Sample data:

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CovarianceMatrix for a linear regression:

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See Also

Covariance  EstimatedVariance  CorrelationMatrix  AsymptoticCovarianceMatrix  CovarianceMatrixDetRatio

Tutorials