The estimated variance of a coefficient in OLS is given by which expression?

• A. s^2 times the corresponding diagonal element of (X^T X)^{-1}
• B. s^2 times the trace of (X^T X)^{-1}
• C. (X^T X)^{-1} times s
• D. s^2 times the full (X^T X)

Answer: (A)