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Regression Common Functions Package >

CovarianceMatrix

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