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

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

JMP reports the correlation of the estimates:

Capture.PNG

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

Learn it once, use it forever!

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

JMP reports the correlation of the estimates:

Capture.PNG

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

Learn it once, use it forever!

View solution in original post

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

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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