System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
observed quantities. We saw how we can derive a simplified version of Ω as the Kronecker product of Σ and I. It can be shown that the inverse of Ω is simply the Kronecker product of the inverse of Σ and I. Namely, the following: An identity involving the Kronecker product of two matrices (Image by