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CovarianceEstimatorFunction

一般化された線形モデルフィット関数のオプションで，パラメータ共分散行列の推定法を指定する．

詳細
Details and Options Details and Options
例題  
例  
スコープ  
特性と関係  
関連項目
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引用書式

CovarianceEstimatorFunction

CovarianceEstimatorFunction

一般化された線形モデルフィット関数のオプションで，パラメータ共分散行列の推定法を指定する．

詳細

例題

すべて開く すべて閉じる

例  (2)

予測される情報行列を使って一般化された線形モデルをフィットする：

Wolfram Language code: data = {{0, 1}, {1, 1.5}, {3, 2}, {5, 10}};
Wolfram Language code: glm = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Gamma", CovarianceEstimatorFunction -> "ExpectedInformation"]

共分散行列：

Wolfram Language code: glm["CovarianceMatrix"]

観測された情報行列を使って共分散行列を計算する：

Wolfram Language code: data = {{0, 1}, {1, 1.5}, {3, 2}, {5, 10}};
Wolfram Language code: glm = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Gamma"]
Wolfram Language code: glm["CovarianceMatrix", CovarianceEstimatorFunction -> "ObservedInformation"]

デフォルトと比較する：

Wolfram Language code: glm["CovarianceMatrix"]

スコープ  (3)

FittedModel内で共分散の推定を指定する：

Wolfram Language code: data = {{0, 1}, {1, 1.5}, {3, 2}, {5, 10}};
Wolfram Language code: glm = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Gamma"]
Wolfram Language code: glm["CovarianceMatrix", CovarianceEstimatorFunction -> "ObservedInformation"]

LogitModelFitとともに使う：

Wolfram Language code: data = {.15, .27, .58, .49, .77};
Wolfram Language code: logit = LogitModelFit[data, x, x]
Wolfram Language code: logit["ParameterErrors"]
Wolfram Language code: logit["ParameterErrors", CovarianceEstimatorFunction -> "ObservedInformation"]

ProbitModelFitとともに使う：

Wolfram Language code: data = {.15, .27, .58, .49, .77};
Wolfram Language code: probit = ProbitModelFit[data, x, x]
Wolfram Language code: probit["ParameterErrors"]
Wolfram Language code: probit["ParameterErrors", CovarianceEstimatorFunction -> "ObservedInformation"]

特性と関係  (2)

誤差推定と信頼区間は共分散推定を含む：

Wolfram Language code: data = {{0, 1}, {1, 1.5}, {3, 2}, {5, 10}};
Wolfram Language code: glm = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Gamma"]

予測情報を使って誤差と区間を推定する：

Wolfram Language code: glm[{"ParameterErrors", "ParameterConfidenceIntervals"}]

観察された情報を使う：

Wolfram Language code: glm[{"ParameterErrors", "ParameterConfidenceIntervals"}, CovarianceEstimatorFunction -> "ObservedInformation"]

CovarianceEstimatorFunctionは共分散の一般的な構造を制御する：

Wolfram Language code: glm = GeneralizedLinearModelFit[{{0, 1}, {1, 1.5}, {3, 2}, {5, 10}}, x, x, ExponentialFamily -> "Gamma"]
Wolfram Language code: {err, disp} = glm[{"ParameterErrors", "EstimatedDispersion"}, CovarianceEstimatorFunction -> "ObservedInformation"]

DispersionEstimatorFunctionはスケールに影響する：

Wolfram Language code: {err2, disp2} = glm[{"ParameterErrors", "EstimatedDispersion"}, CovarianceEstimatorFunction -> "ObservedInformation", DispersionEstimatorFunction -> (1&)]

誤差の二乗の比は分散推定の比である：

Wolfram Language code: (err / err2) ^ 2
Wolfram Language code: disp / disp2
Wolfram Research (2008), CovarianceEstimatorFunction, Wolfram言語関数， https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html.

テキスト

Wolfram Research (2008), CovarianceEstimatorFunction, Wolfram言語関数， https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html.

CMS

Wolfram Language. 2008. "CovarianceEstimatorFunction." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html.

APA

Wolfram Language. (2008). CovarianceEstimatorFunction. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html

BibTeX

@misc{reference.wolfram_2026_covarianceestimatorfunction, author="Wolfram Research", title="{CovarianceEstimatorFunction}", year="2008", howpublished="\url{https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html}", note=[Accessed: 15-September-2026]}

BibLaTeX

@online{reference.wolfram_2026_covarianceestimatorfunction, organization={Wolfram Research}, title={CovarianceEstimatorFunction}, year={2008}, url={https://reference.wolfram.com/language/ref/CovarianceEstimatorFunction.html}, note=[Accessed: 15-September-2026]}