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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

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

本文标签： How is stderror for a h2oglm() model calculatedStack Overflow

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