Can I calculate the standard error of a coefficient manually, or is it typically computed by statistical software?

While the formula for the standard error of a regression coefficient can be calculated manually, it is generally done using statistical software packages (e.g., R, Python, SPSS, SAS). These packages efficiently perform the necessary calculations and account for potential issues like heteroscedasticity and multicollinearity. Manual calculation is more prone to errors and less practical for complex models.