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Right above this link here it's mentioned that the matrix of regression coefficients, $(\sum_{XX})^{-1}\sum_{XY}$, corresponds to the coefficients of an OLS solution. But I can't really see it for myself.

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  • $\begingroup$ See stats.stackexchange.com/…. $\endgroup$
    – whuber
    Commented Nov 30, 2017 at 15:14
  • $\begingroup$ I don't see how those questions are similar to mine. Mine is about the covariance-variance matrix of the dependent and independent variables relation to the OLS solution. $\endgroup$
    – ChuckP
    Commented Nov 30, 2017 at 15:39
  • $\begingroup$ Those questions are identical to yours, unless you mean something unusual by "$\Sigma_{XX}$" and "$\Sigma_{XY}$". Feel free to edit your post to clarify the question and distinguish it from the others. $\endgroup$
    – whuber
    Commented Nov 30, 2017 at 15:54
  • $\begingroup$ By those I mean the covariance matrix of the X vector and the covariance matrix(vector asssuming Y is 1-dim) of the vector of X and Y. Looking through the posts I've found this that resembles mine: stats.stackexchange.com/questions/3261/…. but it does not have an answer as to why it(covariance estimator?) works as a estimator for OLS. $\endgroup$
    – ChuckP
    Commented Nov 30, 2017 at 16:41
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    $\begingroup$ Somehow I did not see that one.. Thanks. $\endgroup$
    – ChuckP
    Commented Nov 30, 2017 at 17:46

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