This is documentation for Mathematica 6, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.1)

CorrelationMatrix

CorrelationMatrix
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the estimated correlation matrix of the fit parameters.
  • In the regression report, the correlation matrix has the MatrixForm wrapper.
Needs["LinearRegression`"]
Sample data:
In[2]:=
Click for copyable input
CorrelationMatrix for a linear regression:
In[3]:=
Click for copyable input
Out[3]=