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AsymptoticCovarianceMatrix

AsymptoticCovarianceMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated covariance matrix of the fit parameters.
  • The estimated covariance matrix is based on the linear approximation to the fitted nonlinear model.
  • AsymptoticCovarianceMatrix is equivalent to 2(JJ)-1 where 2 is the estimated variance and J is the design matrix for the linear model approximation.