General Linear Model - Multiple Linear Regression

Multiple Linear Regression

Multiple linear regression is a generalization of linear regression by considering more than one independent variable, and a specific case of general linear models formed by restricting the number of dependent variables to one. The basic model for linear regression is

In the formula above we consider n observations of one dependent variable and p independent variables. Thus, Yi is the ith observation of the dependent variable, Xij is ith observation of the jth independent variable, j = 1, 2, ..., p. The values βj represent parameters to be estimated, and εi is the ith independent identically distributed normal error.

Read more about this topic:  General Linear Model

Famous quotes containing the word multiple:

    There is a continual exchange of ideas between all minds of a generation. Journalists, popular novelists, illustrators, and cartoonists adapt the truths discovered by the powerful intellects for the multitude. It is like a spiritual flood, like a gush that pours into multiple cascades until it forms the great moving sheet of water that stands for the mentality of a period.
    Auguste Rodin (1849–1917)