System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
error matrix ϵ is of size [15 x 1]. Its transpose ϵ’ is of size [1 x 15]. Hence ϵϵ’ is square matrix of size [15 x 15]. In general case, if ϵ is of size [MN x 1], the covariance matrix of errors is a square matrix of size [MN x MN], and it contains (MN)² covariance terms. Following is an important