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hauli

Austria
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Posted - 01/26/2007 :  05:44:21 AM  Show Profile  Edit Topic  Reply with Quote  View user's IP address  Delete Topic
Origin Version (Select Help-->About Origin): 7.5
Operating System: Windows XP

Dear All,

My question is rather theoretical and concerns the NLSF option VAR-COV Matrix. How are the single values calculated, what are the formulae behind them.

The HESSE Matrix H is the Matrix of the second partial derivations. Taking the negative inverse of the HESSE Matrix (-1 * H^-1) leads to the Covariance Matrix. But when I calculate it by Hand, I get other values then displayed in ORIGINs VAR-COV Matrix.

I am quite sure that my calculations are right, so what is the meaning of ORIGINs VAR-COV Matrix.

I hope this is not too much math before the weekend.

Thanks
Hauli
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