RegressionCommon`
RegressionCommon`

AsymptoticCovarianceMatrix

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

AsymptoticCovarianceMatrix

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

Details

  • 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.
Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.

Text

Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.

BibTeX

@misc{reference.wolfram_2021_asymptoticcovariancematrix, author="Wolfram Research", title="{AsymptoticCovarianceMatrix}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_asymptoticcovariancematrix, organization={Wolfram Research}, title={AsymptoticCovarianceMatrix}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html}, note=[Accessed: 05-August-2021 ]}

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