I'm currently developing a Statistical package on Ruby, called statsample (http://ruby-statsample.rubyforge.org/), and I'm now working on improvements on Multiple Regression Module, using covariance matrix. To obtain raw coefficients, the user could input the means for every variable.

Is almost complete, but I can't find a way to obtain SE of constant without the original data. With the original data, I know I can obtain it with MSE*(XX')^-1, but I'm searching in several books and Google and I can't find a way.

Thanks in advance.