The multiple linear regression model and the general linear model can be written as
where y is still the dependent variable, but now there is more than one independent
variable, x1,x2,…,xk. In simple linear regression and multiple linear regression, the
independent variables are considered continuous, in the general linear model the
independent variables can be categorical, thus making GLM, more general. Simple linear
regression is a subset of multiple linear regression, which is a subset of general linear
models. Although the model has the term “linear” the function for the model does not
need to be linear. For example, one of the independent variables denoted by xk could
actually represent xk2, or . The general linear model where the dependent
variable is a quadratic function of a single independent variable could be written
as