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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