correcting typos
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@@ -1036,8 +1036,7 @@ where we have used that $\mathbb{E} (\mathbf{Y} \mathbf{Y}^{T}) =
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\sigma^2 \, \mathbf{I}_{nn}$. From $\mbox{Var}(\bm{\beta}) = \sigma^2
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\, (\mathbf{X}^{T} \mathbf{X})^{-1}$, one obtains an estimate of the
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variance of the estimate of the $j$-th regression coefficient:
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$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 \sqrt{
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[(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} }$. This may be used to
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$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $. This may be used to
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construct a confidence interval for the estimates.
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