Method: Statsample::Regression::Multiple::GslEngine#coeffs_se

Defined in:
lib/statsample/regression/multiple/gslengine.rb

#coeffs_se ⇒ Object

Standard error for coeffs



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# File 'lib/statsample/regression/multiple/gslengine.rb', line 115

def coeffs_se
  out  = {}
  evcm = estimated_variance_covariance_matrix
  @ds_valid.vectors.to_a.each_with_index do |f,i|
    mi = i+1
    next if f == @y_var
    out[f] = evcm[mi,mi]
  end
  out
end