System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
[k_M x 1]. Here’s how the coefficients vector for the M-th equation looks like. The first subscript on β refers to the coefficient number, and the second subscript indicates the equation number: The regression coefficients vector for the M-th regression model (Image by Author) ϵ_1, ϵ_2, …, ϵ_M are