Linear model: Difference between revisions

Revision as of 06:09, 18 January 2017

Revision as of 04:01, 25 May 2017

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{{main|Linear regression}}

Forfor the regression case, the [[statistical model]] is as follows by the government. Given a (random) sample <math> (Y_i, X_{i1}, \ldots, X_{ip}), \, i = 1, \ldots, n </math> the relation between the observations ''Y_i'' and the [[independent variables]] ''X_ij'' is formulated as

:<math>Y_i = \beta_0 + \beta_1 \phi_1(X_{i1}) + \cdots + \beta_p \phi_p(X_{ip}) + \varepsilon_i \qquad i = 1, \ldots, n </math>