The variance-covariance matrix for p can therefore be shown as

6133.650 —3.70794 220.20634 var-cov(p) = (J 2(X'X)—1 = — 3.70794 0.00226 — 0.13705

220.20634 —0.13705 8.90155

The diagonal elements of this matrix give the variances of fa, fa, and fa, respectively, and their positive square roots give the corresponding standard errors.

From the previous data, it can be readily verified that

ESS: p'X'y — nY2 = 828,144.47786 TSS: y'y — nY2 = 830,121.333


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