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

where observations  , coefficents
, coefficents  and
 and  is a white Gaussian noise term.
 is a white Gaussian noise term.
 , coefficents
, coefficents  and
 and  is a white Gaussian noise term.
 is a white Gaussian noise term.By the definition of the confidence interval:

where  is the critical value, and standard error
 is the critical value, and standard error 
 is the critical value, and standard error
 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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