Parameter Variances and Covariances
Estimates for the variances and covariances of the estimated parameters 
are computed using the following equations.
are computed using the following equations.Let 
, where X is the 
matrix regression matrix, and V is an 
diagonal matrix with ith diagonal term πi(1 – πi). That is, the matrix X is:
, where X is the matrix regression matrix, and V is an diagonal matrix with ith diagonal term πi(1 – πi). That is, the matrix X is:and the matrix V is: 
Denote:
The estimate of the variance of 
is then the jth diagonal term of the matrix 
, and the off-diagonal terms are the covariance estimates 
for and 
.
is then the jth diagonal term of the matrix , and the off-diagonal terms are the covariance estimates for and .
