System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
like: The response variable vector for the Mth equation (Image by Author) In the above vector, y_tM is the t-th sample in the data set that is fed into the Mth equation in the system. X_1, X_2, X_3, …,X_M are matrices containing observed values of regression variables. Let X_1 contain N