System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
are each of size [5 x 2]. Similarly, all 0 matrices are of size [5 x 2] since in our sample system, each equation contains 2 regression variables. The block X matrix is of size [15 x 6]. And here’s the block matrix of error terms. It has the same size as the block y matrix, namely [15 x 1]. The