Generalized Linear Model (GLM) Overview - Historical Background
The roots of the general linear model surely go back to the origins of mathematical thought, but it is the emergence of the theory of algebraic invariants in the 1800's that made the general linear model, as we know it today, possible. The theory of algebraic invariants developed from the groundbreaking work of 19th-century mathematicians such as Gauss, Boole, Cayley, and Sylvester. The theory seeks to identify those quantities in systems of equations which remain unchanged under linear transformations of the variables in the system. Stated more imaginatively (but in a way in which the originators of the theory would not consider an overstatement), the theory of algebraic invariants searches for the eternal and unchanging amongst the chaos of the transitory and the illusory. That is no small goal for any theory, mathematical or otherwise.
The wonder of it all is the theory of algebraic invariants was successful far beyond the hopes of its originators. Eigenvalues, eigenvectors, determinants, matrix decomposition methods; all derive from the theory of algebraic invariants. The contributions of the theory of algebraic invariants to the development of statistical theory and methods are numerous, but a simple example familiar to even the most casual student of statistics is illustrative. The correlation between two variables is unchanged by linear transformations of either or both variables. We probably take this property of correlation coefficients for granted, but what would data analysis be like if we did not have statistics that are invariant to the scaling of the variables involved? Some thought on this question should convince you that without the theory of algebraic invariants, the development of useful statistical techniques would be nigh impossible.
The development of the linear regression model in the late 19th century, and the development of correlational methods shortly thereafter, are clearly direct outgrowths of the theory of algebraic invariants. Regression and correlational methods, in turn, serve as the basis for the general linear model. Indeed, the general linear model can be seen as an extension of linear multiple regression for a single dependent variable. Understanding the multiple regression model is fundamental to understanding the general linear model, so we will look at the purpose of multiple regression, the computational algorithms used to solve regression problems, and how the regression model is extended in the case of the general linear model. A basic instruction to multiple regression methods, and the analytic problems to which they are applied, is provided in the Multiple Regression Overviews.
Other GLM Introductory Overview Topics
A detailed discussion of univariate and multivariate ANOVA techniques can also be found in the Introductory Overview of the ANOVA/MANOVA module.