Review of relevant regression methodologies

Let y be a n X 1 response vector containing n measurements such that y = (yi, Y2,. .., Yn) - The p variables in the p x n matrix X will be referred to as predictors or independent variables, and the response vector y may be referred to as the dependent variable. We will assume that the predictor matrix and response vector have been appropriately centred prior to the regression analysis, thus ensuring the y-intercept term is zero. The general form of the multiple linear regression model is written as 

The multiple linear regression model can also be described in terms of matrices as follows 

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