I understand that you are facing an issue with finding the method by which fitlme calculates coefficient confidence intervals. Assuming a normal distribution, the confidence interval is typically calculated as: Coefficient Estimate ± (Z-critical value * Standard Error of the Coefficient Estimate).
You can refer to the following link for the entire documentation on fitlme funtion in MATLAB - https://www.mathworks.com/help/stats/fitlme.html.
I hope this helps resolve resolve your issue.
