matlab标准误,MATLAB回归生成标准误和T-VALUE

function ret = regress222(y, X, stat)

% This function estimates OLS coefficients from a regression of

% y on X. Standard errors are "regular" OLS standard errors.

%

% SYNTAX: ret = regress(y, X, stat)

%

% The value returned (ret) depends on stat:

% 0: [beta, standard errors, t-statistics]

% 1: residuals

% calculate Bhat

b = pinv(X)*y; % inv(X'*X)*X'*y;

[N, k] =size(X);

% calculate residuals

e = y - X * b;

s2 = e' * e/(N - k);

if (stat==1) % return residuals

ret = e;

elseif (stat==0) % return [beta, standard errors, t-statistics]

% Following code borrowed from "Spatial Econometrics" library

if N < 10000

[q r] = qr(X,0);

xpxi = (r'*r)\eye(k);

else % use Cholesky for very la