System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
matrix form (Image by Author) In the above representation, I is a [5 x 5] Identity matrix, i.e. a matrix that has ones along its main diagonal and zeros at all other positions. I is of size [5 x 5] because we have fed each equation in our 3-equation system with 5 data samples. We can represent Ω