The macro is an addition to existing Minitab commands for multiple linear regression. In the Storage subwindow of the Fit Regression Model or Fit General Linear Model window, tick Design matrix. This will generate a matrix among the outputs from the regression analysis. If this matrix is in M1, invoke the macro to compute another matrix M2 = estimated correlation matrix among parameter estimates. In addition, this estimated correlation matrix is printed in the session window.
Henrik Stryhn, AVC, January 2016.