content_image/325619.jpg
<img src='content_image/325619.jpg'>

as required. Thus, the proposed matrix is indeed cov( ˆ β$_{l}$ , ˆ β$_{l}$ | L$_{l}$$_{1}$, . . . , L$_{lD}$$_{−}$$_{1}$ = 0 , L$_{lD}$ = l ). 

