topic Does JMP determine the covariance matrix for the parameters of a multiple linear regression analysis in Discussions https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59376#M32579 Tue, 05 Jun 2018 17:11:53 GMT wschon 2018-06-05T17:11:53Z Does JMP determine the covariance matrix for the parameters of a multiple linear regression analysis https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59376#M32579 Tue, 05 Jun 2018 17:11:53 GMT https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59376#M32579 wschon 2018-06-05T17:11:53Z Re: Does JMP determine the covariance matrix for the parameters of a multiple linear regression anal https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59378#M32580 <P>JMP reports the correlation of the estimates:</P> <P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="Capture.PNG" style="width: 546px;"><img src="https://community.jmp.com/t5/image/serverpage/image-id/10993iE8CC0B1E4ACB30FF/image-size/large?v=v2&amp;px=999" role="button" title="Capture.PNG" alt="Capture.PNG" /></span></P> <P>&nbsp;See <STRONG>Help</STRONG> &gt; <STRONG>Books</STRONG> &gt; <STRONG>Fitting Linear Models</STRONG> &gt; <STRONG>Standard Least Squares Report</STRONG> &gt; <STRONG>Estimates</STRONG> &gt;&nbsp; <STRONG>Correlation of Estimates</STRONG>.</P> Tue, 05 Jun 2018 17:40:07 GMT https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59378#M32580 Mark_Bailey 2018-06-05T17:40:07Z Re: Does JMP determine the covariance matrix for the parameters of a multiple linear regression **bleep** https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59395#M32593 Thanks. I found Covariances of Estimates in two places, actually ... one after running a Generalized Regression Fit, and one after running a Generalized Linear Model Fit. Interestingly enough, even though the regression parameter estimates were the same in both fits, the standard errors associated with those parameter estimates and the corresponding parameter covariance estimates were a little different. And thoughts as to why, if I may ask?<BR /><BR /><BR /> Wed, 06 Jun 2018 01:05:52 GMT https://community.jmp.com/t5/Discussions/Does-JMP-determine-the-covariance-matrix-for-the-parameters-of-a/m-p/59395#M32593 wschon 2018-06-06T01:05:52Z