General Linear Models

This chapter presents the general linear model as an extension to the two-sample t -test, analysis of variance (ANOVA), and linear regression. We illustrate the general linear model using two-way ANOVA as a prime example. The underlying principle of ANOVA, which is based on the decomposition of the value of an observed variable into grand mean, group effect and random noise, is emphasized. Further into this chapter, the F test is introduced as a means to test for the strength of group effect. The procedure of F test for identifying a parsimonious set of factors in explaining an outcome of interest is also described.