Lecture 4: Multivariate Regression Model in Matrix Form

2 Notice here that u′uis a scalar or number (such as 10,000) because u′is a 1 x n matrix and u is a n x 1 matrix and the product of these two matrices is a 1 x 1 matrix (thus a scalar). Then, we can take the first derivative of this object function in matrix form. First, we simplify the matrices:

Lecture, Model, Matrix, Regression, Multivariate, Lecture 4, Multivariate regression model in matrix