1

In the following text from Agresti's Foundations of Linear and Generalized Linear Models, I just don't get how equation 9.2 makes any sense. We are making a separate linear relationship between each student and their jth exam and the response. This means two betas and 1 row of data for each linear relationship. So, I would think we are basically bankrupting our degrees of freedom d times! Please help!

enter image description here

Aegis
  • 133
  • 4

1 Answers1

0

I structured the problem poorly in my head when I was thinking about it. We build a linear model for each of the d exams (2 parameters). So as long as n>1, we should be fine.

Aegis
  • 133
  • 4
  • As it’s currently written, your answer is unclear. Please [edit] to add additional details that will help others understand how this addresses the question asked. You can find more information on how to write good answers [in the help center](/help/how-to-answer). – Community Dec 22 '21 at 05:12