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The General Linear Model

  • Phoebus J. Dhrymes
Chapter

Abstract

In this chapter, we examine the General Linear Model (GLM), an important topic for econometrics and statistics, as well as other disciplines. The term general refers to the fact that there are no restrictions in the number of explanatory variables we may consider, the term linear refers to the manner in which the parameters enter the model. It does not refer to the form of the variables. This is often termed in the literature the regression model, and analysis of empirical results obtained from such models as regression analysis.

Keywords

Covariance Matrix General Linear Model Positive Semidefinite Large Root Generalize Little Square 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© the Author 2013

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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