Covariance Matrix Export

The Save Covariance Matrix option in the File menu of the Surface-Fit Graph saves the covariance matrix as an ASCII file and then displays the data in this file using TableCurve 3D's text file viewer.

0.000116652 -4.45953e-07 -1.62522e-07 4.06024e-10 7.1925e-11 1.85918e-10 -4.45953e-07 2.73475e-09 1.85918e-10 -3.09447e-12 -7.80872e-31 -5.11467e-13 -1.62522e-07 1.85918e-10 7.20632e-10 1.30145e-30 -5.39438e-13 -3.71836e-13 4.06024e-10 -3.09447e-12 5.20581e-32 4.05807e-15 6.86313e-34 -1.98268e-33 7.1925e-11 -7.80872e-32 -5.39438e-13 1.52514e-34 5.39438e-16 -3.17737e-35 1.85918e-10 -5.11467e-13 -3.71836e-13 -4.11788e-33 4.57542e-34 1.02293e-15

The covariance matrix is the inverse matrix from the fit multiplied by the square of the standard error of fit (MSE). The diagonal elements thus contain the variances for the individual parameters. The off-diagonal elements contain the covariances between the parameters. Note that the standard errors reported in the Numeric Summary are the square roots of the diagonal elements.

Parm Value Std Error t-value 99.90% Confidence Limits P>|t| a 0.280414322 0.010800563 25.96293581 0.242204763 0.31862388 0.00000 b 0.000307521 5.22949e-05 5.88052564 0.000122516 0.000492527 0.00000 c 0.00047833 2.68446e-05 17.81848585 0.000383361 0.000573299 0.00000 d 3.13844e-07 6.3703e-08 4.92667374 8.84794e-08 5.39208e-07 0.00001 e 1.86942e-08 2.32258e-08 0.804889369 -6.3473e-08 1.00861e-07 0.42542 f -5.5283e-07 3.19833e-08 -17.2848588 -6.6598e-07 -4.3968e-07 0.00000

If you wish to import the covariance matrix into Excel, simply select the Copy option in the Edit menu of the text file window that the displays the file contents. You can paste the numeric information with full binary precision directly into Excel. For other applications, you may need to use a Paste Special or similar option and then specify the WK1 clipboard format for the import.