System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
homoskedastic (constant variance) and uncorrelated. A glance down the main diagonal of the above matrix reveals that σ²_11, σ²_22, and σ²_33 may not all turn out to be of equal value. Several off-diagonal elements σ²_ij (where i != j) also may not all be zero. In the face of likely