# Matrix of regression coefficients [duplicate]

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.

• – whuber Nov 30 '17 at 15:14
• 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. – ChuckP Nov 30 '17 at 15:39
• 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. – whuber Nov 30 '17 at 15:54
• 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. – ChuckP Nov 30 '17 at 16:41
• Somehow I did not see that one.. Thanks. – ChuckP Nov 30 '17 at 17:46