Covariance Matrix, Regression Analysis, Standard Error, Confidence Interval, Hands On Tutorials.
estimates of regression model’s coefficients β_1, β_2, β_3. β_cap are sometimes called the fitted coefficients. e is an [n x 1] size column vector of the fitted model’s residual errors. The residual error is the difference between the observed value and the predicted value of y. e= y — Xβ_cap