I am using the MultiNonlinearModelFit function (https://resources.wolframcloud.com/FunctionRepository/resources/MultiNonlinearModelFit). I've noticed that every time I call the command "CovarianceMatrix", the values on the matrix changes. You can verify that by evaluating the following lines few times:
ClearAll["Global`*"]
(*generating two dataset*)
data = RandomVariate[BinormalDistribution[0.7], {2, 100}];
data[[1, All, 2]] += 1.;
data[[2, All, 2]] += -1.;
(*fit*)
fit = ResourceFunction["MultiNonlinearModelFit"][
data, {a x + b1, a x + b2}, {a, b1, b2}, {x}]
(*extracting the covariance matrix*)
covmat= fit["CovarianceMatrix"] // MatrixForm
Do you know why this happen?
Thank you in advance. Edoardo