System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
regression variables. The Mth regression model contains K_M variables. Hence, X_M contains k_M columns. Let’s look closely at the subscript-structure of each element in this matrix. For any element x_tjm in X_m, the first subscript on x_tjm refers to the data sample number, the second subscript