System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
first subscript on each error term refers to the sample number (1/2/3/4/5) in the respective data set while the second subscript refers to the equation number (1/2/3). wThe block matrix of errors (Image by Author) Let’s knock together all the block matrices into a single SUR model: The SUR model