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[Lapack] regression covarince estimates

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I can?t find a multiple regression routine that allows calculation of the 
covariance matrix for the fitted parameters. Where is it hiding?

Regards         Ken 
---------------------
Ken Richardson
National Institute of Water and Atmospheric Research, Greta Point,
PO BOX 14-901, Kilbirnie, Wellington, New Zealand
ph. 64 4 386 0577, fax 64 4 386 0574

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