Home /
Expert Answers /
Statistics and Probability /
if-the-covariance-cov-y-sigma-2-i-where-i-is-the-identity-matrix-show-that-the-covariance-matr-pa568
(Solved): If the covariance Cov(y)=\sigma ^(2)I, where I is the identity matrix, show that the covariance matr ...
If the covariance Cov(y)=\sigma ^(2)I, where I is the identity matrix, show that the covariance
matrix for the estimator hat(\beta ) is given by:
Cov(hat(\beta ))=\sigma ^(2)(x^(T)x)^(-1)