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Math Help - covariance matrix

  1. #1
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    covariance matrix

    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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  2. #2
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    the inverse of X'X is the variance-covariance matrix of the parameter estimates
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  3. #3
    MHF Contributor matheagle's Avatar
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    I'm guessing what is being asked here is...

    V(\hat\beta)=\sigma^2(X^tX)^{-1}

    for the classical linear model.
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  4. #4
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    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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