[Scipy-svn] r4326 - trunk/scipy/stats

[scipy-svn at scipy.org]

Author: oliphant
Date: 2008-05-13 17:42:35 -0500 (Tue, 13 May 2008)
New Revision: 4326

Modified:
   trunk/scipy/stats/stats.py
Log:
Fixed formula for standard error according to Greene -- Econometrics pg. 160.

Modified: trunk/scipy/stats/stats.py
===================================================================
--- trunk/scipy/stats/stats.py	2008-05-13 18:08:11 UTC (rev 4325)
+++ trunk/scipy/stats/stats.py	2008-05-13 22:42:35 UTC (rev 4326)
@@ -1661,7 +1661,7 @@
     prob = betai(0.5*df,0.5,df/(df+t*t))
     slope = r_num / ss(xm)
     intercept = ymean - slope*xmean
-    sterrest = np.sqrt(1-r*r)*samplestd(y)
+    sterrest = np.sqrt((1-r*r)*ss(y) / ss(x) / df)
     return slope, intercept, r, prob, sterrest