How can one calculate the standard scores of the coefficient estimates given $(X'X)^{-1}, X'y$ and $\widehat{u'}\widehat{u}$.
Where $(X'X)^{-1}$ is a $n \times n$ matrix, $X'y$ is a $n \times 1$ matrix, and $\widehat{u'}\widehat{u}$ is a scalar.
Asked
Active
Viewed 28 times
0
-
Does this answer your question? [How are the standard errors of coefficients calculated in a regression?](https://stats.stackexchange.com/questions/44838/how-are-the-standard-errors-of-coefficients-calculated-in-a-regression) – POC Mar 12 '21 at 14:11