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

Examples

Basic Examples  (1)

Sample data:

CorrelationMatrix for a linear regression: