How is std_error for a h2o.glm() model calculated? - Stack Overflow

I'm working with h2o in RStudio, specifically the h2o.glm() model, and I'm trying to manually

I'm working with h2o in RStudio, specifically the h2o.glm() model, and I'm trying to manually calculate the std_error of my coefficients. Does anyone know what formula is used?

I tried using the formula SE(Beta Hat) = sqrt(MSE/sum((Xi-Xbar)^2)) with the code below. I don't expect the answer to be the exact SE since it's an estimation, but the answer I got wasn't close.

teststack <- model_stack$variable
denom <- sum((teststack$variable-mean(teststack$variable))^2)
se <- sqrt(h2o.mse(model_fit_uc)/denom)
se

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  • How is std_error for a h2o.glm() model calculated? - Stack Overflow

    I'm working with h2o in RStudio, specifically the h2o.glm() model, and I'm trying to manually

    4小时前
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