>, <span class="arithmatex">\(\beta^T = (\beta_{1}, ..., \beta_{p})\in \mathbb{R}^{1\times p}\)</span>. Let </p>
<div class="arithmatex">\[\begin{equation}
    \bb{X} = \begin{pmatrix}
1 &amp; x_{11} &amp; \cdots &amp; x_{1p} \\
1 &amp; x_{21} &amp; \cdots &amp; x_{2p} \\
\vdots  &amp; \vdots  &amp; \ddots &amp; \vdots  \\
1 &amp; x_{N1} &amp; \cdots &amp; x_{Np} 
\end{pmatrix} = 
\begin{pmatrix}
    1 &amp; x_1^T\\
    1 &amp; x_2^T\\
    \vdots &amp; \vdots\\
    1 &amp; x_N^T
\end{pmatrix}\in \mathbb{R}^