Linear Models

Many of the models we use in data analysis can be presented using matrix algebra. We refer to these types of models as linear models. “Linear” here does not refer to lines, but rather to linear combinations. The representations we describe are convenient because we can write models more succinctly and we have the matrix algebra mathematical machinery to facilitate computation. In this chapter, we will describe in some detail how we use matrix algebra to represent and fit.

In this book, we focus on linear models that represent dichotomous groups: treatment versus control, for example. The effect of diet on mice weights is an example of this type of linear model. Here we describe slightly more complicated models, but continue to focus on dichotomous variables.

As we learn about linear models, we need to remember that we are still working with random variables. This means that the estimates we obtain using linear models are also random variables. Although the mathematics is more complex, the concepts we learned in previous chapters apply here. We begin with some exercises to review the concept of random variables in the context of linear models.