I am teaching students how to get the multiple regression equation working from a matrix of correlations, a vector of means, and a vector of standard deviations. I have no problem obtaining the st. errors for the standardized regression coefficients from the inverse of the correlation matrix, and st. errors for the unstandardized coefficients (by multiplying by the ratio of standard deviations (SDy/SDxi).

My question is how to get the st. error for the intercept term from the same set of input?


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