RegressionCommon`
RegressionCommon`

CovarianceMatrix

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

CovarianceMatrix

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

Details

Examples

Basic Examples  (1)

Sample data:

CovarianceMatrix for a linear regression:

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

Text

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

BibTeX

@misc{reference.wolfram_2021_covariancematrix, author="Wolfram Research", title="{CovarianceMatrix}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_covariancematrix, organization={Wolfram Research}, title={CovarianceMatrix}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html}, note=[Accessed: 05-August-2021 ]}

CMS

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

APA

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