System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
different blocks (shown with thick block borders). For any ϵ_ti in the covariance matrix, the first subscript on ϵ represents the data sample number and second subscript represents the model number in the equations system. Thus, ϵ_ti is the error term for the t-th data sample of the i-th model in