+ cache->sse = gsl_matrix_get (sw, cache->n_indeps, cache->n_indeps);
+ cache->mse = cache->sse / cache->dfe;
+ /*
+ Get the intercept.
+ */
+ m = cache->depvar_mean;
+ for (i = 0; i < cache->n_indeps; i++)
+ {
+ tmp = gsl_matrix_get (sw, i, cache->n_indeps);
+ cache->coeff[i]->estimate = tmp;
+ m -= tmp * pspp_linreg_get_indep_variable_mean (cache, design_matrix_col_to_var (dm, i));
+ }
+ /*
+ Get the covariance matrix of the parameter estimates.
+ Only the upper triangle is necessary.
+ */
+
+ /*
+ The loops below do not compute the entries related
+ to the estimated intercept.
+ */
+ for (i = 0; i < cache->n_indeps; i++)
+ for (j = i; j < cache->n_indeps; j++)
+ {
+ tmp = -1.0 * cache->mse * gsl_matrix_get (sw, i, j);
+ gsl_matrix_set (cache->cov, i + 1, j + 1, tmp);
+ }
+ /*
+ Get the covariances related to the intercept.
+ */
+ xtx = gsl_matrix_submatrix (sw, 0, 0, cache->n_indeps, cache->n_indeps);
+ xmxtx = gsl_matrix_submatrix (cache->cov, 0, 1, 1, cache->n_indeps);
+ xm = gsl_matrix_calloc (1, cache->n_indeps);
+ for (i = 0; i < xm->size2; i++)
+ {
+ gsl_matrix_set (xm, 0, i,
+ pspp_linreg_get_indep_variable_mean (cache, design_matrix_col_to_var (dm, i)));
+ }
+ rc = gsl_blas_dsymm (CblasRight, CblasUpper, cache->mse,
+ &xtx.matrix, xm, 0.0, &xmxtx.matrix);
+ gsl_matrix_free (xm);
+ if (rc == GSL_SUCCESS)
+ {
+ tmp = cache->mse / cache->n_obs;
+ for (i = 1; i < 1 + cache->n_indeps; i++)
+ {
+ tmp -= gsl_matrix_get (cache->cov, 0, i)
+ * pspp_linreg_get_indep_variable_mean (cache, design_matrix_col_to_var (dm, i - 1));
+ }
+ gsl_matrix_set (cache->cov, 0, 0, tmp);
+
+ cache->intercept = m;
+ }
+ else
+ {
+ fprintf (stderr, "%s:%d:gsl_blas_dsymm: %s\n",
+ __FILE__, __LINE__, gsl_strerror (rc));
+ exit (rc);
+ }
+}
+