Least Square Estimators - Variance of Estimators Using Matrices

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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.

berke-ozgen
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thank you, thank you, thank you. thank you. 谢谢谢谢谢谢谢谢!

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

barbaneraeisettenani