I want to perform a multiple regression using Math.NET. For each coefficient I need to get a t-statistic or at least a standard error. How can I do this with Math.NET? I couldn't find it in the docs.
x = new double[3][];
for (int i = 0; i < 3; i++) x[i] = new double[10];
y = new double[10];
...
double[] coefs = Fit.MultiDim(x, y, intercept: true);
MultiDim
returns only coefficients without any statistics.