Let $\boldsymbol{X}$ be a $n \times p$ matrix and $\boldsymbol{\beta}$ a $p-$dimensional vector. I'd like to calculate
$$\frac{\partial f(\boldsymbol{X\beta})}{\partial\boldsymbol{\beta}}$$
I tried
$$f'(\boldsymbol{X\beta}) \boldsymbol{X}$$
but, obviously, the dimensions are not correct.