Design Matrix

In statistics, a design matrix is a matrix of explanatory variables, often denoted by X, that is used in certain statistical models, e.g., the general linear model. It can contain indicator variables (ones and zeros) that indicate group membership in an ANOVA.

The design matrix represents the independent variables in statistical models which describe observed data (often called dependent variables) in terms of other known variables (explanatory variables). The theory relating to such models makes substantial use of matrix manipulations involving the design matrix: see for example linear regression. A notable feature of the concept of a design matrix is that it is able to represent a number of different experimental designs and statistical models, e.g., ANOVA, ANCOVA, and linear regression.

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Famous quotes containing the words design and/or matrix:

    Westerners inherit
    A design for living
    Deeper into matter—
    Not without due patter
    Of a great misgiving.
    Robert Frost (1874–1963)

    As all historians know, the past is a great darkness, and filled with echoes. Voices may reach us from it; but what they say to us is imbued with the obscurity of the matrix out of which they come; and try as we may, we cannot always decipher them precisely in the clearer light of our day.
    Margaret Atwood (b. 1939)