I'm having difficulty trying to calculate the Covariance Matrix. I think I'm missing out on a formula somewhere.
The question I'm trying to do considers the model Y = \theta_{0} + \theta_{1} X +\theta_{2} X^2 + \epsilon and asks to compute the Covariance Matrix of the standard LSE.
So far I've found that \hat\theta = (2, 0.8, 1)^T from the data we've been given. How do I then go about and construct the Covariance Matrix?