chapter  1
12 Pages

Examples of the General Linear Model

The simplest version of the linear model arises with one of the basic problems in elementary statistics,where yi are randomly sampled fromapopulationwith unknown mean μ and variance σ 2. In this case, Xb takes a very simple form

Xb = 1(μ)

so that the unknown coefficient vector b is just the scalar μ. This very simple model will be extended to handle cases such as heteroskedasticity inChapter 4 ormultivariate responses in Chapter 9.