MathLiveGeneral linear model
Expresses a set of response variables Y as a linear combination of predictors X with unknown coefficients B plus an error term U. It is the matrix form used for regression and ANOVA models with one or more response variables.
\mathbf{Y} = \mathbf{X}\mathbf{B} + \mathbf{U}What the symbols mean
| matrix of observed response variables | |
| design matrix of explanatory variables | |
| matrix of unknown regression coefficients to be estimated | |
| matrix of error terms (residuals) |
About this formula
- FieldStatistics
- TopicLinear models
- LevelUniversity
- Also calledgeneral multivariate regression model, GLM matrix form, multivariate linear regression, general linear model equation
- SourceWikidata Q1826488
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