# regression data (size n*p, where n is the number of observations,
# and p is the number of regressors)
# regression data (size n*p, where n is the number of observations,
# and p is the number of regressors)
# response data (size n*m, where n is the number of observations,
# and m is the number of responses)
# response data (size n*m, where n is the number of observations,
# and m is the number of responses)