System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
by Author) In general, β_cap is of size [K x 1]. In equation (5), X’ is the transpose of the block X matrix we looked at earlier. X is of size [MN x K]. Let’s reproduce it below for reference: The structure of the stacked X matrix (Image by Author) X’ is of size [K x MN]. y is the block matrix of