bf{b}\) by \(\mathrm{vec} (\mathbf{B})\), the result of stringing out
 the coefficients for all responses in a single \(n \times p\)-length vector.
 $$D_I = \frac{1}{p} [\mathrm{vec} (\mathbf{B} - \mathbf{B}_{(-I)})]^T (S_{-1} \otimes \mathbf{X}^T \mathbf{X}) \mathrm{vec} (\mathbf{B} - \mathbf{B}_{(-I)})  \; ,$$
 where \(\otimes\) is the Kronecker (direct) product and
 \(\mathbf{S} = \mathbf{E}^T \mathbf{E} / (n-p)\) is the covariance matrix of the residuals.</p>
    </div>
    <div class="section level2">
