I'm calculating a variance of coefficients in a multiple regression with three predictors. I have built matrices necessary for calculation of variance of independent variables, for example, for b1 I have the following:
However, I'm stuck when trying to calculate a variance for intercept as formula is more complex. My question is how should I build up matrix in the numerator of intercept variance formula and how should it look like? Please give it in the way the matrices are presented in the question. Many thanks in advance.