Covariance matrix of regression coefficients' estimators

[Manuele Bazzichetto]

Hi everyone, 

I apologize again for being late at the class today and for having had to rush to present what I prepared. 

Anyway, I hope this was (and will be) useful for you and, again, please feel free to ask me any question at any time. I'll be very happy to discuss about whatever was unclear in the class.

I am attaching my presentation of today and an R script you can go through to have a more practical example about how to derive the variance(s) of regression coefficients, and to see how variances are inflated by the correlation among predictors. 

Also, if you want to read more about all of the above, I suggest this book.

Finally, remember I am 100% self-educated on stats, so, as I already said, take everything you'll read cautiously 😊

Have all a nice evening,

Manuele