Regression Common Package Symbol

ParameterConfidenceRegion

ParameterConfidenceRegion
is a possible value for the RegressionReport option which represents the elliptically shaped joint confidence region for parameter estimates.

MORE INFORMATION

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

ParameterConfidenceRegion gives a confidence region for all fitted parameters.

ParameterConfidenceRegion is based on CovarianceMatrix for linear regressions using Regress or DesignedRegress, and AsymptoticCovarianceMatrix for nonlinear regressions using NonlinearRegress.

The confidence level for the region can be specified via the ConfidenceLevel option.

ParameterConfidenceRegion is represented using an Ellipsoid object.

ParameterConfidenceRegion[{basis₁, basis₂, ...}]
can be specified to obtain a confidence region for the basis functions basis₁, basis₂, ... in a linear regression.

ParameterConfidenceRegion[{par₁, par₂, ...}]
can be specified to obtain a confidence region for the parameters par₁, par₂, ... in a nonlinear regression.

EXAMPLES

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Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

In[2]:=

ParameterConfidenceRegion for a linear regression:

In[3]:=

Out[3]=