Index: The Book of Statistical ProofsStatistical Models ▷ Multivariate normal data ▷ Inverse general linear model ▷ Definition

Definition: Let there be a general linear model of measured data $Y \in \mathbb{R}^{n \times v}$ in terms of the design matrix $X \in \mathbb{R}^{n \times p}$:

\[\label{eq:glm} Y = X B + E, \; E \sim \mathcal{MN}(0, V, \Sigma) \; .\]

Then, a linear model of $X$ in terms of $Y$, under the assumption of \eqref{eq:glm}, is called an inverse general linear model.


Metadata: ID: D161 | shortcut: iglm | author: JoramSoch | date: 2021-10-21, 15:31.