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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]:=
Click for copyable input
CovarianceMatrix for a linear regression:
In[3]:=
Click for copyable input
Out[3]=