As of Version 7.0, CovarianceMatrixDetRatio has been renamed to "CovarianceRatios" and has become a property of LinearModelFit.


is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the covariance determinant ratio diagnostic.


  • To use CovarianceMatrixDetRatio, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • CovarianceMatrixDetRatio gives a list of values which measure the effect of removing a data point.
  • The i^(th) element in the list is the ratio of the determinant of CovarianceMatrix for all the data points to the equivalent determinant with the i^(th) data element removed.
  • A value less than 1-3 or greater than 1+3, where n is the number of data points and p is the number of parameters, may indicate a highly influential point.


Basic Examples  (1)

Sample data:

CovarianceMatrixDetRatio for a linear regression: