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I'm relatively new to all this and I am trying to figure out how I can derive the matrix $(X'X)^{-1}$ when I have given $x_1, x_2, x_3$ and $y$. $X$ is the design matrix in that case but not sure how I can come up with the $(X'X)^{-1}$?

kjetil b halvorsen
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statsquestions
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    Are you aware of the definition of the transpose, matrix products, and matrix inversion? If you know the design matrix (that is, the matrix without y and with a column fo ones for an intercept) then the quantity you're asking for should be straight forward to compute (if not by hand then with the help of a computer) – Demetri Pananos Apr 27 '21 at 03:59
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    I'm not sure what you mean, to be honest, the data for y,x1 and so forth are in a dataset or do you mean in general the definition of what a transpose etc matrix is? – statsquestions Apr 27 '21 at 04:03
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    This is the stuff of linear algebra. Consult your favorite text or search the Web. Regardless, you usually don't want to invert this matrix directly. Look up "QR decomposition" (this time in a linear algebra text oriented towards numerical algorithms). – whuber Apr 27 '21 at 12:34

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