MATLAB: Error message for calculating the variance of the beta

errorvariance

I want to calculate the variance of my beta, I am typing in this command, however i am getting the error message 'subscript indices must either be real positive integers or logical', 'Attempted to access (0.0686532); index must be a positive integer or logical'
My command is
var(b)=inv(xcl'*xcl)sqrt(sigma_r)

Best Answer

You don't make assignments like this in MATLAB
var(b) = sqrt(2);
For example, this will produce the error you observe:
b = randn(100,1);
var(b) = sqrt(2);
To calculate the variance of your beta, create a variable:
varbeta = inv(xcl'*xcl)*sqrt(sigma_r);