How does the covariance matrix of the predictors in multiple regression relate to the matrix $(\mathbf{X}^T \mathbf{X})^{-1}$?
105794
What is the relationship between $\text{Cov}[\mathbf{X},\mathbf{X}]$ and $(\mathbf{X}^T \mathbf{X})^{-1}$ in multiple regression?
154667
Singular values of the data matrix and eigenvalues of the covariance matrix
109090
Inverting non positive definite covariance matrix
75278
What is the effect of having correlated predictors in a multiple regression model?
134109
Why does the degree of freedom of SSR equals 1 in simple linear regression
130070
In linear regression, what does $\beta_1 = 0$ really mean?
77307
Why does inversion of a covariance matrix yield partial correlations between random variables?
122562
Cross product term in linear regression why is it zero
98317
What is the geometric relationship between the covariance matrix and the inverse of the covariance matrix?
146956
In simple linear regression, where does the formula for the variance of the residuals come from?
123573
Is a sample covariance matrix always symmetric and positive definite?
110894
Does the variance of a sum equal a double sum of covariances?
19034
Covariance of products of dependent random variables
108610
How to derive the least square estimator for multiple linear regression?
37653
Singular covariance matrix in Mahalanobis distance in Matlab
98586
Mathematical Basis behind inflation of Standard errors of Regression estimates due to multicollinearity
92434
Hat matrix and leverages in classical multiple regression