How can I access the standard errors and t-statistics for regression coefficients?
H3. Update: In Version 5, these statistics are now stored in reserved variables for easy access, as described in the description of LINREG in the Reference Manual. The standard errors are stored in a VECTOR called %STDERRS, while the T-stats are stored in %TSTATS (early printings of the manual incorrectly identify the standard errors variable as %STDERRORS). If you are using an older version of RATS, you can calculate these values fairly easily using other reserved variables.
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