General linear model: Difference between revisions

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{{distinguish|text=[[Multiple linear regression]], [[Generalized linear model]] or [[General linear methods]]}}

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The '''general linear model''' or '''general multivariate regression model''' is a compact way of simultaneously writing several multiple [[multiple linear regression]] models. In that sense it is not a separate statistical [[linear model]]. The various multiple linear regression models may be compactly written as<ref name="MardiaK1979Multivariate">{{Cite book | author = [[K. V. Mardia]], J. T. Kent and J. M. Bibby | title = Multivariate Analysis | publisher = [[Academic Press]] | year = 1979 | isbn = 0-12-471252-5}}</ref>

: <math>\mathbf{Y} = \mathbf{X}\mathbf{B} + \mathbf{U},</math>