Linear Hypothesis

Abstract

The term ‘linear hypothesis’ is often used interchangeably with the term ‘linear model.’ Statistical methods using linear models are widely used in the behavioural and social sciences, e.g., regression analysis, analysis of variance, analysis of covariance, multivariate analysis, time series analysis, and spatial data analysis. Linear models provide a flexible tool for data analysis and useful approximations for more complex models. This article defines linear models, introduces the commonly used matrix notation for linear models, discusses estimation, testing, and model checking, and briefly looks at models for dependent data. It also mentions how the linear hypothesis is used in generalized linear models.