Covariance Matrix, Regression Analysis, Standard Error, Confidence Interval, Hands On Tutorials.
coeff_covs = df_sample_beta.cov() We’ll print them out: print(coeff_means) The mean estimate of coefficients (Image by Author) print(coeff_covs) The variance-covariance matrix of the regression coefficients (Image by Author) In the above matrix, the elements along the main diagonal indicated by the