System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
would calculate the variance s²_11 of these five residuals using the standard formula for sample variance as follows: Sample variance of the residual errors from the first (fitted) model in the system (Image by Author) Here, e_bar_1 is the mean of the 5 residual errors. The mean of residual errors