Generalized linear model (GLM)

Group of statistical models that models some function of the expected value of the dependent variable as a linear combination of the independent variables.  In its simplest form, a linear model specifies the linear relationship between a dependent variable Y, and a set of predictor variables, the X’s, giving:

where b0 is the regression coefficient for the intercept and the bi values the regression coefficients for variables 1 through k computed from the data. 

For most statistical analyses, estimates of the linear relationships between variables are adequate to describe the observed data, and for making reasonable predictions for new observations.

See Analysis of variance (ANOVA), Design matrix