Skip to Content
The R Book
book

The R Book

by Michael J. Crawley
June 2007
Beginner to intermediate
950 pages
27h 8m
English
Wiley
Content preview from The R Book

Linear Predictor

The structure of the model relates each observed y value to a predicted value. The predicted value is obtained by transformation of the value emerging from the linear predictor. The linear predictor, η (eta), is a linear sum of the effects of one or more explanatory variables, xj:

images

where the xs are the values of the p different explanatory variables, and the βs are the (usually) unknown parameters to be estimated from the data. The right-hand side of the equation is called the linear structure.

There are as many terms in the linear predictor as there are parameters, p, to be estimated from the data. Thus, with a simple regression, the linear predictor is the sum of two terms whose parameters are the intercept and the slope. With a one-way ANOVA with four treatments, the linear predictor is the sum of four terms leading to the estimation of the mean for each level of the factor. If there are covariates in the model, they add one term each to the linear predictor (the slope of each relationship). Interaction terms in a factorial ANOVA add one or more parameters to the linear predictor, depending upon the degrees of freedom of each factor (e.g. there would be three extra parameters for the interaction between a two-level factor and a four-level factor, because (2 – 1) × (4 – 1) = 3).

To determine the fit of a given model, a GLM evaluates the linear predictor for each ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

The R Book, 2nd Edition

The R Book, 2nd Edition

Michael J. Crawley
The R Book, 3rd Edition

The R Book, 3rd Edition

Elinor Jones, Simon Harden, Michael J. Crawley
The Book of R

The Book of R

Tilman M. Davies

Publisher Resources

ISBN: 9780470510247Purchase book