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wschon
wschon
Level I

Does JMP determine the covariance matrix for the parameters of a multiple linear regression analysis

Jun 5, 2018 01:11 PM (5209 views)
 
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Mark_Bailey
Staff Mark_Bailey
Staff
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Re: Does JMP determine the covariance matrix for the parameters of a multiple linear regression anal

Created: Jun 5, 2018 01:38 PM  |  Last Modified: Jun 5, 2018 01:40 PM (5342 views)  |  Posted in reply to message from wschon 06-05-2018

JMP reports the correlation of the estimates:

Capture.PNG

 See Help > Books > Fitting Linear Models > Standard Least Squares Report > Estimates >  Correlation of Estimates.

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Mark_Bailey
Staff Mark_Bailey
Staff
Solution

Re: Does JMP determine the covariance matrix for the parameters of a multiple linear regression anal

Created: Jun 5, 2018 01:38 PM  |  Last Modified: Jun 5, 2018 01:40 PM (5343 views)  |  Posted in reply to message from wschon 06-05-2018

JMP reports the correlation of the estimates:

Capture.PNG

 See Help > Books > Fitting Linear Models > Standard Least Squares Report > Estimates >  Correlation of Estimates.

wschon
wschon
Level I

Re: Does JMP determine the covariance matrix for the parameters of a multiple linear regression **bleep**

Jun 5, 2018 09:05 PM (5180 views)  |  Posted in reply to message from Mark_Bailey 06-05-2018
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?


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