Can someone please help me understand the above formula for prediction interval in the multi-variate context. seems to me X'X should be (X- \bar_X)'(X-\bar_X) where \bar_X is the mean vector. Since there are plenty of references for the formula when the number of "X" is "1". Also, seems like x_0 should be (x_0 -bar_X) as well. Is \hat_V_f missing an additional term "s^2/n"?
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https://stats.stackexchange.com/questions/147242/how-to-calculate-the-prediction-interval-for-an-ols-multiple-regression – GovindAM Oct 30 '19 at 18:52
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Although there is no "above formula" in evidence, it looks like the duplicate will address your underlying question. – whuber Oct 30 '19 at 22:03