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coefficient standard errors from 'fit' function

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supernoob
supernoob on 10 Jun 2020
Commented: supernoob on 10 Jun 2020
How can I compute the coefficient standard errors for coefficients returned using the 'fit' function? I see that I have access only to the jacobian and the residuals.

Answers (1)

Vishal Gaur
Vishal Gaur on 10 Jun 2020
  1 Comment
supernoob
supernoob on 10 Jun 2020
I am not confident that is the right answer. For example, the answer assumes a students T distribution. That can be incorrect for some datasets.

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