[Lapack] the standard errors of the parameter estimates
From: Sven Hammarling
Date: Fri, 18 Jan 2008 23:07:33 +0000
Assuming that m > n, the sample variance s^2 is given by
s^2 = r^T r/(m - n),
where r is the vector r = ( b_(n+1) b_(n+2) ... b_m )^T and b is the
relevant column of the right hand side matrix B.
Hope that helps. Best wishes,
P.S. Sorry to hear that you are switching from NAG!!