一般线性模型（the General Linear Model, GLM）是一个统计学上常见的线性模型。这个模型在计量经济学的应用中十分重要。

其公式一般写为：

其中Y是一个包含反应变量的矩阵。X是一个包含独立自变量的设计矩阵。B是一个包含多个估计参数的矩阵。U 是一个包含误差和剩余项的矩阵。

The general linear model is a statistical linear model. It may be written as

where Y is a matrix with series of multivariate measurements, X is a matrix that might be a design matrix, B is a matrix containing parameters that are usually to be estimated and U is a matrix containing errors or noise. The errors are usually assumed to be uncorrelated across measurements, and follow a multivariate normal distribution. If the errors do not follow a multivariate normal distribution, generalized linear models may be used to relax assumptions about Y and U.