SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Regression Common Functions Package >

Regression Common Package Symbol

Tutorials »|See Also »|More About »

AsymptoticCovarianceMatrix

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

MORE INFORMATION

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.

AsymptoticCovarianceMatrix is equivalent to ²(J^J)^-1 where ² is the estimated variance and J is the design matrix for the linear model approximation.