In the first part of the course on linear models, we’ve seen how to construct a linear model when the vector of covariates is given, so that is either simply (for standard linear models) or a functional of (in GLMs). But more generally, we can consider transformations of the covariates, so that a linear model can be used. In a very general setting, consider with . The standard linear model is obtained when and , but of course, much more general models can be … Continue reading …