Applications: The GLM

  • Phoebus J. Dhrymes


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.


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