Covariance Matrix, Regression Analysis, Standard Error, Confidence Interval, Hands On Tutorials.
is square root of the ith diagonal element in the variance-covariance matrix of β_cap. To calculate the confidence intervals, we’ll need to fit the OLSR model on a randomly drawn sample of size 50: # Select a random sample of size SAMPLE_SIZE df_sample = df.sample(n=SAMPLE_SIZE) # carve out the X