Variance, Covariance Matrix, Linear Regression, Standard Error, Confidence Interval.
5.11395679e-02 -5.62371161e-05 7.23625275e-04]] The square-root of the main diagonal elements is the standard errors of the fitted coefficients: coeff_std_errors = np.sqrt(coeff_covs_matrix) print('Standard errors of coefficient estimates=\n'+str(coeff_std_errors)) We see the following output: