System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
regression variable in the t-th sample in the data set that was fed into the m-th regression model in the system. Even though the elements in X_M (or in general X_m) are triple-subscribed, we represent X_m as a two-dimensional matrix. The third subscript (m), just serves the purpose of reminding us