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uncertainty of linear regression #256

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Lace-t opened this issue Feb 26, 2022 · 1 comment
Open

uncertainty of linear regression #256

Lace-t opened this issue Feb 26, 2022 · 1 comment

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@Lace-t
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Lace-t commented Feb 26, 2022

Hi! Can I derive the uncertainty of coefficients when using astroML.linear_model.LinearRegressionwithErrors or astroML.linear_model.LinearRegression ?
@crhea93
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crhea93 commented Jun 25, 2022

Have you tried calculating the Hessian, taking the inverse, then taking the diagonals of the resulting matrix and square rooting them?

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@crhea93 @Lace-t