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CorrelationMatrix

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

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To use CorrelationMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].