Github user yanboliang commented on the pull request: https://github.com/apache/spark/pull/9413#issuecomment-153031428 In the current implementation we provide ```Std. Error``` for ```coefficients``` excepts ```intercept```, because that we use optimized method to calculate ```intercept```. If we want to calculate ```Std. Error``` for ```intercept```, we need to concat ```aBar``` array with ```aaBar.values``` like ```scala val newAtA = Array.concat(aaBar.values, summary.aBar.toArray, Array(1.0)) val newAtB = Array.concat(abBar.values, Array(bBar)) val xWithIntercept = CholeskyDecomposition.solve(newAtA, newAtB) val newAtAi = CholeskyDecomposition.inverse(newAtA, summary.k) ``` I'm afraid that it will cause performance degradation, so I propose output ```Std. Error``` only for ```coefficients``. May be here we should discuss, or figure out better way to output ```Std. Error``` for ```intercept``. @mengxr
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