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I'm asked to find the covariance matrix of $\alpha$, $\beta$, and $\gamma$ for:
where all the errors have equal variance $\sigma^2$.
I haven't had a probability class before, and none of my current course material gives me any idea how to find a covariance matrix in the context of these parameters.
Could someone please show me the steps to work this out, and explain in beginners terms what you're doing? I would really appreciate the help.