Hi Folks,
 
Could anyone point me to a good reference on linear regression models?   Specifically, I am trying to gain an intuitive feel for how the standard error values are calculated for the parameter estimates.  My understanding is that these are computed using the variance-covariance matrix computed from the input data matrix.  Although I think I understand the math, I still don't have a good gut feel for why one parameter is attributed with a larger standard error than the next parameter.
 
Also, I am interested in knowing how to test that two parameters are significantly different from one another.
 
Thanks in advance for your help.
-James 


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