Covariance Matrix, Regression Analysis, Standard Error, Confidence Interval, Hands On Tutorials.
Curb_Weight') data=df_sample_beta['Engine_Size'] draw_pdf(data, min(data)*0.9, max(data)*1.1, 'estimated coefficient for Engine_Size') We get the following three plots: PDFs of estimates of regression coefficients (Image by Author) Constructing the variance-covariance matrix of regression