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

wschon

Accepted answers

Mark_Bailey

JMP reports the correlation of the estimates:

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

All comments

Mark_Bailey

JMP reports the correlation of the estimates:

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

wschon

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?