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.

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