AsymptoticCovarianceMatrix
AsymptoticCovarianceMatrix
is a possible value for the RegressionReport option for NonlinearRegress which represents the estimated covariance matrix of the fit parameters.
Details and Options
- To use AsymptoticCovarianceMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- The estimated covariance matrix is based on the linear approximation to the fitted nonlinear model.
- The asymptotic covariance matrix is equivalent to
where
is the estimated variance and
is the design matrix for the linear model approximation.
Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
Text
Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
Wolfram Research (2007), AsymptoticCovarianceMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
CMS
Wolfram Language. 2007. "AsymptoticCovarianceMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
Wolfram Language. 2007. "AsymptoticCovarianceMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html.
APA
Wolfram Language. (2007). AsymptoticCovarianceMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html
Wolfram Language. (2007). AsymptoticCovarianceMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html
BibTeX
@misc{reference.wolfram_2025_asymptoticcovariancematrix, author="Wolfram Research", title="{AsymptoticCovarianceMatrix}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html}", note=[Accessed: 09-July-2025
]}
BibLaTeX
@online{reference.wolfram_2025_asymptoticcovariancematrix, organization={Wolfram Research}, title={AsymptoticCovarianceMatrix}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/AsymptoticCovarianceMatrix.html}, note=[Accessed: 09-July-2025
]}