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    %% Compute Coefficient Covariance and Standard Errors  
% This example shows how to compute the covariance matrix and standard errors
% of the coefficients.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Load the sample data and define the predictor and response variables. 
load hospital
y = hospital.BloodPressure(:,1);
X = double(hospital(:,2:5));  

%% 
% Fit a linear regression model. 
mdl = fitlm(X,y);  

%% 
% Display the coefficient covariance matrix. 
CM = mdl.CoefficientCovariance  

%% 
% Compute the coefficient standard errors. 
SE = diag(sqrt(CM))