Linear Combination

A linear combination of variables is a way of creating a new variable by combining other variables. A linear combination is one in which each variable is multiplied by a coefficient and the products summed. For example, if
Y = 3X1 + 2X2 + .5X3
then Y is a linear combination of the variables X1, X2, and X3. If the formula for the new variable contains functions such as square roots or logarithms, then the new variable is not a linear combination of the other variables.

See also: linear transformation