## Function basis and regression

In the first part of the course on linear models, we’ve seen how to construct a linear model when the vector of covariates \boldsymbol{x} is given, so that \mathbb{E}(Y|\boldsymbol{X}=\boldsymbol{x}) is either simply \boldsymbol{x}^\top\boldsymbol{\beta} (for standard linear models) or a functional of \boldsymbol{x}^\top\boldsymbol{\beta} (in GLMs). But more generally, we can consider transformations of the covariates, so … Read more Function basis and regression