[Econometrics: Variance of Least Squares Estimator] I can not understand the following equation transformation. For any

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answerhappygod
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[Econometrics: Variance of Least Squares Estimator] I can not understand the following equation transformation. For any

Post by answerhappygod »

[Econometrics: Variance of Least Squares Estimator]
I can not understand the following equation transformation.
For any matrixA=A(X),
var[A'Y|X]=var[A'e|X]
whereY=Xβ+e.
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