Question: 7. Suppose we run a simple linear regression and nd the estimated covariance matrix of the parameter estimators is: 13.4 -62.0 -62.0 308.5 Use this

7. Suppose we run a simple linear regression and nd the estimated covariance matrix of the parameter estimators is: 13.4 -62.0 -62.0 308.5 Use this covariance matrix to nd the estimated variance of the estimated mean of y when :3 = 8. What is the estimated variance? (Note that the estimated mean of y when a: = 8 is 160 + 61 - 8.)

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