Github user yanboliang commented on the pull request:
https://github.com/apache/spark/pull/9413#issuecomment-153031391
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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