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Topic: Sorry! "b" is returned by Welch's method "theta", not his method "standarderrors"
Replies: 1   Last Post: Aug 31, 2012 1:29 AM

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Posts: 600
Registered: 2/3/09
Sorry! "b" is returned by Welch's method "theta", not his method "standarderrors"
Posted: Aug 31, 2012 1:29 AM
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In the above post I wrote:

> Welch's module provides b directly as the first k+1 elements of the
> array returned by his method "standarderrors" (where k = number of
> predictors, not including constant.)

"b" is not returned by the method "standarderrors" - it's returned by
the method "theta". The "standarderrors" method returns the standard
errors of the coefficients returned by the "theta" method.

But Ray's point is still valid: "b" is returned by Welch's module, so
there's no reason to recompute it as AX'y, where A = inv[X'X].

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