search for: nonmarginal

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2008 Feb 26
3
OLS standard errors
...errors of the coefficients again summary(reg) The diagonal elements of the variance/covariance matrices should be the standard errors of the coefficients. Both are identical when computed by hand. However, they differ from the standard errors reported in summary(reg). The difference of 1% seems nonmarginal. Should I have multiplied var(e)*solve(t(z)%*%z) by n and divided by n-1? But even if I do this, I still observe a difference. Can anybody help me out what the source of this difference is? Cheers, Daniel ------------------------- cuncta stricte discussurus