query: Finding variance-covariance of $\hat\beta$ from $\hat\beta = (X^TX)^{-1}X^Ty$
positive_passages.docid: 155765
positive_passages.text: How to derive the covariance matrix of $\hat\beta$ in linear regression?
negative_passages.docid: 113737
negative_passages.text: Meaning of $\hat{\beta}$ of the linear regression model
negative_passages.docid: 154667
negative_passages.text: Singular values of the data matrix and eigenvalues of the covariance matrix
negative_passages.docid: 31500
negative_passages.text: Distribution of the sum of squared independent normal random variables.
negative_passages.docid: 70571
negative_passages.text: Obtaining covariance matrix from correlation matrix
negative_passages.docid: 4130
negative_passages.text: Variance of a bounded random variable
negative_passages.docid: 76853
negative_passages.text: Interpretation of $\mathbf{y}^T(\mathbf{I}-\mathbf{H})\mathbf{y}$ in OLS
negative_passages.docid: 69715
negative_passages.text: Proving $\text{Var}{(\hat{y}_h)} = \sigma^2 \left(\frac{1}{n} + \frac{(x_h-\bar{x})^2}{S_{xx}}\right)$
negative_passages.docid: 32647
negative_passages.text: How to calculate the variance of a partition of variables
negative_passages.docid: 36807
negative_passages.text: Derivation of OLS Variance
negative_passages.docid: 34955
negative_passages.text: Is there a name or reference in a published journal/book for the following variance formula?
negative_passages.docid: 3401
negative_passages.text: The variance of linear regression estimator $\beta_1$
negative_passages.docid: 129170
negative_passages.text: Deriving the expectation of $[\hat X,\hat H]$
negative_passages.docid: 116797
negative_passages.text: How do I compute/estimate the variance of sequential data?
negative_passages.docid: 139569
negative_passages.text: How to prove that $\hat\sigma^2$ has $\chi^2_{n-p}$ distribution (linear regression)
negative_passages.docid: 95625
negative_passages.text: Variance of product of multiple independent random variables
negative_passages.docid: 111742
negative_passages.text: Variance of sample variance?