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I'm relatively new to all this and I am trying to figure out how I can derive the matrix $(X'X)^{-1}$ when I have given $x_1, x_2, x_3$ and $y$. $X$ is the design matrix in that case but not sure how I can come up with the $(X'X)^{-1}$?

kjetil b halvorsen
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statsquestions
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    Are you aware of the definition of the transpose, matrix products, and matrix inversion? If you know the design matrix (that is, the matrix without y and with a column fo ones for an intercept) then the quantity you're asking for should be straight forward to compute (if not by hand then with the help of a computer) – Demetri Pananos Apr 27 '21 at 03:59
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    I'm not sure what you mean, to be honest, the data for y,x1 and so forth are in a dataset or do you mean in general the definition of what a transpose etc matrix is? – statsquestions Apr 27 '21 at 04:03
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    This is the stuff of linear algebra. Consult your favorite text or [search the Web](https://www.google.com/search?client=firefox-b-1-d&q=matrix+inversion+algorithm). Regardless, you usually don't want to invert this matrix directly. Look up "QR decomposition" (this time in a linear algebra text oriented towards numerical algorithms). – whuber Apr 27 '21 at 12:34

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