第十九章 GeneralLinearModel.pptVIP

General Linear Model Beatriz Calvo Davina Bristow Overview Summary of regression Matrix formulation of multiple regression Introduce GLM Parameter Estimation Residual sum of squares GLM and fMRI fMRI model Linear Time Series Design Matrix Parameter estimation Summary Summary of Regression Linear regression models the linear relationship between a single dependent variable, Y, and a single independent variable, X, using the equation: Y = βX + c + ε The regression coefficient, β, reflects how much of an effect X has on Y ε is the error term and is assumed to be independently, identically, and normally distributed (mean 0 and variance σ2) Summary of Regression Multiple regression is used to determine the effect of a number of independent variables, X1, X2, X3 etc, on a single dependent variable, Y The different X variables are combined in a linear way and each has its own regression coefficient: Y = β1X1 + β2X2 +…..+ βLXL + ε The β parameters reflect the independent contribution of each independent variable, X, to the value of the dependent variable, Y. i.e. the amount of variance in Y that is accounted for by each X variable after all the other X variables have been accounted for Matrix formulation Multiplying matrices reminder: Matrix Formulation Write out equation for each observation of variable Y from 1 to J: Y1 = X11β1 +…+X1lβl +…+ X1LβL + ε1 Yj = Xj1β1 +…+Xjlβl +…+ XjLβL + εj YJ = XJ1β1 +…+XJlβl +…+ XJLβL + εJ General Linear Model This is simply an extension of multiple regression Or alternatively Multiple Regression is just a simple form of the General Linear Model Multiple Regression only looks at ONE dependent (Y) variable Whereas, GLM allows you to analyse several dependent, Y, variables in a linear combination i.e. multiple regression is a GLM with only one Y variable ANOVA, t-test, F-test, etc. are also forms of the GLM GLM - continued.. In the GLM the vector Y, of J observations of a single Y variable, becomes a MATRIX, of J ob