WOLFRAM

RegressionCommon`
RegressionCommon`

CorrelationMatrix

As of Version 7.0, CorrelationMatrix has become a property of LinearModelFit.

CorrelationMatrix

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

Details and Options

Examples

Basic Examples  (1)Summary of the most common use cases

Sample data:

CorrelationMatrix for a linear regression:

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

Text

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

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

CMS

Wolfram Language. 2007. "CorrelationMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html.

Wolfram Language. 2007. "CorrelationMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html.

APA

Wolfram Language. (2007). CorrelationMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html

Wolfram Language. (2007). CorrelationMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html

BibTeX

@misc{reference.wolfram_2024_correlationmatrix, author="Wolfram Research", title="{CorrelationMatrix}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html}", note=[Accessed: 11-January-2025 ]}

@misc{reference.wolfram_2024_correlationmatrix, author="Wolfram Research", title="{CorrelationMatrix}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html}", note=[Accessed: 11-January-2025 ]}

BibLaTeX

@online{reference.wolfram_2024_correlationmatrix, organization={Wolfram Research}, title={CorrelationMatrix}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html}, note=[Accessed: 11-January-2025 ]}

@online{reference.wolfram_2024_correlationmatrix, organization={Wolfram Research}, title={CorrelationMatrix}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html}, note=[Accessed: 11-January-2025 ]}