I have a question on the distribution of betas in a multiple linear regression scheme
The estimated parameter vector is $\hat{\beta}=(X^′X)^{−1}X^′y$ where $X = [1 \; \;x]$ is the $n \times 2$ data matrix.
Substitute $X \beta + \epsilon$ for y.
Calculate $\text{var}(\hat{\beta})=\text{var}[(\beta+(X^′X)^{−1}X^′\epsilon)]$
Using this relation, how do we get that
$$\hat{\text{var}}[\hat{\beta}]=[(X^′X)^{−1}/(N-p-1)]\sum_i(e_i^2),$$
where $e=y-X\hat{\beta}$?