Least Square Estimators - Variance of Estimators Using Matrices

[@berke-ozgen]

Important to notice: given variance is the var ( b | Xi) which is the variance of b, conditional on X. Because of that, we treated (X'X)^-1 X' as "non-random" value and took it outside of variance at 02:39.

[@jinshuenjameslo9647]

Amazing, clear explanation !!!

[@barbaneraeisettenani3281]

Sorry ma’am, why the variance of Ay is AVar(y)A’? I didn’t get this step

[@anamulhoque1480]

thanks a lot mam

[@Pp-bj3km]

thank you, thank you, thank you. thank you. 谢谢谢谢谢谢谢谢!