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Statistics 350 Lecture 16
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Today Last Day: Introduction to Multiple Linear Regression Model Today: More Chapter 6
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General Linear Model Have model with one response variable, Y, and (p-1) explanatory variables, X 1, …, X p-1 For the i th observation, have recorded (Y i, X 1, …, X p-1 ) General Linear Model:
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General Linear Model The mean of Y i : Variance: Simple linear regression model is a special case
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General Linear Model Interpretation of 0 Interpretation of 1
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General Linear Model Examples:
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ANOVA Least Squares minimizes: Total Variability: Variability partitioned same as before, only change now is that we have p-1 explanatory (predictor) variables
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ANOVA ANOVA Table Compare to simple linear regression
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ANOVA Hypothesis test from ANOVA table: Interpretation
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