linear model

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linear model

[′lin·ē·ər ′mäd·əl]
(statistics)
A mathematical model in which linear equations connect the random variables and the parameters. Also known as linear hypothesis.
References in periodicals archive ?
Table 2 Model Coefficient Estimates for the Sample of 234 Corporations for the Years 1977 through 1994 using the Random Effects Generalized Least squares (Regression) Estimator Variable Coefficient t-statistic p-value Size of Free Cash Flow 0.
We use two methodologies to measure the stock price impact of Hurricane Andrew and the subsequent regulatory environment change events: a modified event study methodology (proposed by Brown and Warner, 1985) and a generalized least squares (GLS) methodology (proposed by Schipper and Thompson, 1983).
A two-step generalized least squares method is utilized.
To take into account the possibility of interrelationships between the individual lines of insurance Zellner's (1962) seemingly unrelated regression (SUR) technique, a joint generalized least squares procedure, is used in this study.
Malatesta [10], using monthly data, concludes that there is no evidence that the joint generalized least squares method is superior to OLS in detecting abnormal security performance.

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