Applications: The GLM

  • Phoebus J. Dhrymes

Abstract

In this chapter, we give a number of applications of the major results obtained in Chapter 2. We do so for the GLM which stands for the General Linear Model, an important topic for econometrics and statistics, as well as other disciplines.

Keywords

Covariance Matrix Positive Semidefinite Multivariate Normal Distribution Column Space General Normal Distribution 
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

© Springer Science+Business Media New York 2000

Authors and Affiliations

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

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