D Dgphru Sep 2009 41 0 May 21, 2010 #1 This is a stupid question, but is this the formula to calculate the covariance matrix? X'X? or is it the inverse of that?

This is a stupid question, but is this the formula to calculate the covariance matrix? X'X? or is it the inverse of that?

K Katina88 Aug 2009 15 8 Sydney May 21, 2010 #2 the inverse of X'X is the variance-covariance matrix of the parameter estimates Reactions: Dgphru

matheagle MHF Hall of Honor Feb 2009 2,763 1,146 May 21, 2010 #3 I'm guessing what is being asked here is... \(\displaystyle V(\hat\beta)=\sigma^2(X^tX)^{-1}\) for the classical linear model. Reactions: Dgphru

I'm guessing what is being asked here is... \(\displaystyle V(\hat\beta)=\sigma^2(X^tX)^{-1}\) for the classical linear model.

D Dgphru Sep 2009 41 0 May 22, 2010 #4 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

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