A design matrix is a matrix that represents the values of the independent variables used to fit a statistical model. Its rows correspond to observations and its columns correspond to the terms whose regression coefficients are to be estimated. A column of ones is commonly included for an intercept. The linear regression model can be written
 |
where 
is the design matrix, 
is the column vector of
regression coefficients, and 
is the column vector
of errors. When 
has full column matrix rank, the least
squares fitting estimate is unique and the fitted
values are
 |
