ABSTRACT
The purpose of this Chapter is to quickly review the Classical Multivariate Regression model before the presentation of Multivariate Bayesian Regression in Chapter 8. This is accomplished by a build up which starts with the Scalar Normal Samples model through to the Simple and Multiple Regression models and finally to the Multivariate Regression model. For each model, estimation and inference is discussed. This is fundamental knowledge which is essential to successfully understanding Part II of the text.
