AsymptoticCovarianceMatrix
AsymptoticCovarianceMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated covariance matrix of the fit parameters.
Details and Options
- To use AsymptoticCovarianceMatrix, 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 covariance matrix is based on the linear approximation to the fitted nonlinear model.
- The asymptotic covariance matrix is equivalent to
where 
is the estimated variance and 
is the design matrix for the linear model approximation.
Text
Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
CMS
Wolfram Language. 2007. "AsymptoticCovarianceMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
APA
Wolfram Language. (2007). AsymptoticCovarianceMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html