RegressionCommon`

AsymptoticCorrelationMatrix

As of Version 7.0, AsymptoticCorrelationMatrix has become a property of NonlinearModelFit.

is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated correlation matrix of the fit parameters.

Details and Options

To use AsymptoticCorrelationMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
The estimated correlation matrix is based on the linear approximation to the fitted nonlinear model.
The asymptotic correlation matrix is equivalent to where is the design matrix for the linear model approximation.

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