[SciPy-user] Standard error on linear regression coefficients

Lorenzo Isella lorenzo.isella@gmail....
Thu May 15 09:52:05 CDT 2008


Dear All,
I happen to use a lot the module for linear regression included in scipy.
I need to get the standard errors on the slope and the intercept and
by looking at the help:

Help on function linregress in module scipy.stats.stats:

linregress(*args)
    Calculates a regression line on two arrays, x and y, corresponding to
    x,y pairs.  If a single 2D array is passed, linregress finds dim with 2
    levels and splits data into x,y pairs along that dim.

    Returns: slope, intercept, r, two-tailed prob, stderr-of-the-estimate

I am a bit puzzled. I have only one entry for the standard error of
the estimate. Should I not have two, namely one standard error for the
slope and one for the intercept?
I presume the one provided here is the one for the slope, but I fear I
have misunderstood something.
Or to re-phrase my question: how do I get the errors on the estimated
slope and intercept with SciPy linregress?
Many thanks

Lorenzo


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