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.
更多信息和选项
- 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 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
文本
Wolfram Research (2007)，AsymptoticCovarianceMatrix，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
CMS
Wolfram 语言. 2007. "AsymptoticCovarianceMatrix." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
APA
Wolfram 语言. (2007). AsymptoticCovarianceMatrix. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html 年