Parameter Variances and Covariances

Estimates for the variances and covariances of the estimated parameters are computed using the following equations.

Let , where X is the matrix regression matrix, and V is an diagonal matrix with ith diagonal term pi(1 – pi). 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 .