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Could anyone provide me with either the steps for derivation for these formulae or a textbook that covers these ols derivations?

The textbook i’m currently using does not go over this.

$$\text{var}(\hat{u})=s^2\left[1+\frac{1}{n}+\frac{(x_{0}-\bar{X})^2}{\sum(x_i-\bar{X})^2}\right]$$

$$\text{var}(\hat{Y})=s^2\left[\frac{1}{n}+\frac{(x_{h}-\bar{X})^2}{\sum(x_i-\bar{X})^2}\right]$$

  • Sure: just search our site. We have a lot of threads about regression formulas ;-). – whuber Feb 23 '23 at 17:43
  • Hi. Thanks. Do you have any links to threads about these specific formulae as I couldn’t find them? Appreciate it. – stats123 Feb 23 '23 at 21:44
  • The key is to refine the search to suit your needs -- you might want to exclude matrix formulas, for instance. As an example, by including "least squares" in the search I found https://stats.stackexchange.com/questions/109846/. – whuber Feb 23 '23 at 22:18

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