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I have the following model with 23 observations (n = 23):

$Y_{i}=\beta_{1}+\beta_{2} X_{2 i}+\beta_{3} X_{3 i}+\varepsilon_{i}$

and the following information which is available in the form of deviations from the mean:

$\sum_{i=1}^{23} x_{3 i}^{2}=12 ; \sum_{i=1}^{23} x_{2 i}^{2}=12 ; \sum_{i=1}^{23} y_{i}^{2}=10$

$\sum_{i=1}^{23} x_{3 i} * x_{2 i}=8 ; \sum_{i=1}^{23} y_{i} * x_{3 i}=10 ; \sum_{i=1}^{23} y_{i} * x_{2 i}=8$

where:

$y_{i}=\left(Y_{i}-\bar{Y}\right) ; x_{2 i}=\left(X_{2 i}-\bar{X}_{2}\right) ; x_{3 i}=\left(X_{3 i}-\bar{X}_{3}\right)$

I had already estimated $\beta_{2}$ and $\beta_{3}$ with sample variance and covariance, but I cannot find the standard deviations of $\beta_{2}$ and $\beta_{3}$ without $\sigma_{u}^{2}$, meaning the error variance.

Knowing that:

$\operatorname{var}\left[\widehat{\beta}_{1} \mid X_{1}, \ldots, X_{n}\right]=\frac{\sigma_{u}^{2}}{\sum_{i=1}^{n}\left(X_{i}-\bar{X}\right)^{2}}$

I would really appreciate the help.

Paula
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  • (+1) You might find some of my remarks at https://stats.stackexchange.com/a/135240/919 helpful. For more details see https://stats.stackexchange.com/a/108862/919. – whuber Oct 23 '21 at 17:11

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