Confidence intervals of linear multiple regression
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Considering following linear multiple regression model:

where observations
, coefficents
and
is a white Gaussian noise term.



By the definition of the confidence interval:

where
is the critical value, and standard error


I understand that

My question is that why in post:https://stats.stackexchange.com/questions/16493/difference-between-confidence-intervals-and-prediction-intervals
and
they use sqaure root of Variance

rather than the standard error?? Where is the
?

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