NonlinearModelFit has as one of its diagnostics a parameter estimate ellipsoid. This is hard to visualize, however, if there are more than 3 parameters being estimated. Is there an easy way to slice an n-dimensional ellipsoid into an m-dimensional one (m less than n) by specifying which axes to use? Maybe inside a manipulate to specify the values of the other parameters?

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    $\begingroup$ I would use eigendecomposition of the matrix. The eigenvectors give you the axis directions and the eigenvalues give you their sizes. $\endgroup$ – mikado Sep 27 at 22:09

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