Variance, Covariance Matrix, Linear Regression, Standard Error, Confidence Interval.
the X’X matrix for the sample of size 205 from our automobile data set. As you can see, X’X is a (3 x 3) matrix: X’X for a sample of size 20 from the auto data set (Image by Author) Here are a couple of useful identities associated with the transpose operation: The transpose of the product of two