System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
about the equation number (m) in the system that the variable lies in. Some or all of the regression variables may be common amongst the different X matrices. Let’s look at the coefficients. In the system of M equations, β_1, β_2, …, β_M are the coefficient vectors of size [k_1 x 1], [k_2 x 1], …,