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AsymptoticCorrelationMatrix

AsymptoticCorrelationMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated correlation matrix of the fit parameters.
  • The estimated correlation matrix is based on the linear approximation to the fitted nonlinear model.
  • AsymptoticCovarianceMatrix is equivalent to (JJ)-1 where J is the design matrix for the linear model approximation.