On the history and use of some standard statistical models

TL;DR

This paper traces the historical development of the general linear model over 200 years, highlighting its evolving assumptions and applications across astronomy, biology, and social sciences, and discusses issues of misuse.

Contribution

It provides a comprehensive historical overview of the general linear model's evolution and the changing assumptions and applications over time.

Findings

The model originated in astronomy and geodesy in the 19th century.

R.A. Fisher expanded its use to agriculture and biology in the 1920s.

It became a key tool in social sciences from the 1930s onward.

Abstract

This paper tries to tell the story of the general linear model, which saw the light of day 200 years ago, and the assumptions underlying it. We distinguish three principal stages (ignoring earlier more isolated instances). The model was first proposed in the context of astronomical and geodesic observations, where the main source of variation was observational error. This was the main use of the model during the 19th century. In the 1920's it was developed in a new direction by R.A. Fisher whose principal applications were in agriculture and biology. Finally, beginning in the 1930's and 40's it became an important tool for the social sciences. As new areas of applications were added, the assumptions underlying the model tended to become more questionable, and the resulting statistical techniques more prone to misuse.