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ParameterConfidenceRegion

ParameterConfidenceRegion
is a possible value for the RegressionReport option which represents the elliptically shaped joint confidence region for parameter estimates.
  • ParameterConfidenceRegion gives a confidence region for all fitted parameters.
  • 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.
Needs["LinearRegression`"]
Sample data:
In[2]:=
Click for copyable input
ParameterConfidenceRegion for a linear regression:
In[3]:=
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Out[3]=