Normal linear model
= Normal linear model
= Ordinary linear model
{synonym}
= Gaussian linear model
{c}
{synonym}
$Y=X\beta+\varepsilon$, $\varepsilon\sim N(0,\sigma^2I)$, and full-rank $X$ gives $\widehat\beta=(X^TX)^{-1}X^TY$.
= Normal linear model
= Ordinary linear model
{synonym}
= Gaussian linear model
{c}
{synonym}
$Y=X\beta+\varepsilon$, $\varepsilon\sim N(0,\sigma^2I)$, and full-rank $X$ gives $\widehat\beta=(X^TX)^{-1}X^TY$.