General Linear Models: Univariate GLM, Anova/Ancova, Repeated Measures (Statistical Associates Blue Book Series 19)
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General Linear Models: Univariate GLM, Anova/Ancova, Repeated Measures (Statistical Associates Blue Book Series 19)
GLM UNIVARIATE, ANOVA, ANCOVA
Overview
Univariate GLM is the general linear model now often used to implement such long-established statistical procedures as regression and members of the anova family. It is "general" in the sense that one may implement both regression and anova models. One may also have fixed factors, random factors, and covariates as predictors. Also, in GLM one may have multiple dependent variables, as discussed in a separate section on multivariate GLM and one may have linear transformations and/or linear combinations of dependent variables. Moreover, one can apply multivariate tests of significance when modeling correlated dependent variables, not relying on individual univariate tests as in multiple regression. GLM also handles repeated measures designs. Finally, because GLM uses a generalized inverse of the matrix of independent variables' correlations with each other, it can handle redundant independents which would prevent solution in ordinary regression models.
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