This is a stupid question, but is this the formula to calculate the covariance matrix?
X'X? or is it the inverse of that?
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the inverse of X'X is the variance-covariance matrix of the parameter estimates
I'm guessing what is being asked here is...
for the classical linear model.
yeahh well actually the question in my homework was actually what is the use of X'X? so i was just confirming it that could become the variance covariance matrix so i have something to say.
but thanks guys
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