Distribution statistics for regression coeffificents
calculates standard error, t-values and p-values for regression coefficients based on Jack-Knifing method.
regcoeffs.getStats(coeffs, ci.coeffs = NULL, use.mean = TRUE)
coeffs: array (npred x ncomp x nresp) with regression coefficients
ci.coeffs: array (npred x ncomp x nresp x cv) with regression coefficients for computing confidence intervals (e.g. from cross-validation) using Jack-Knifing method
use.mean: logical, tells how to compute standard error for regression coefficients. If TRUE
mean values for ci.coeffs is computed first. If FALSE, values (coefficients computed for global model) are used as mean.
a list with statistics three arrays: srandard error, t-values and p-values computed for each regression coefficient.