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Invariance and factorial models

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  • P. McCullagh

Abstract

Two factors having the same set of levels are said to be homologous. This paper aims to extend the domain of factorial models to designs that include homologous factors. In doing so, it is necessary first to identify the characteristic property of those vector spaces that constitute the standard factorial models. We argue here that essentially every interesting statistical model specified by a vector space is necessarily a representation of some algebraic category. Logical consistency of the sort associated with the standard marginality conditions is guaranteed by category representations, but not by group representations. Marginality is thus interpreted as invariance under selection of factor levels (I‐representations), and invariance under replication of levels (S‐representations). For designs in which each factor occurs once, the representations of the product category coincide with the standard factorial models. For designs that include homologous factors, the set of S‐representations is a subset of the I‐representations. It is shown that symmetry and quasi‐symmetry are representations in both senses, but that not all representations include the constant functions (intercept). The beginnings of an extended algebra for constructing general I‐representations is described and illustrated by a diallel cross design.

Suggested Citation

  • P. McCullagh, 2000. "Invariance and factorial models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 209-256.
  • Handle: RePEc:bla:jorssb:v:62:y:2000:i:2:p:209-256
    DOI: 10.1111/1467-9868.00229
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    Cited by:

    1. Nasir Abbas & Muhammad Aslam, 2011. "Extending the Bradley--Terry model for paired comparisons to accommodate weights," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(3), pages 571-580, November.
    2. Bartolucci F. & Forcina A., 2002. "Extended RC Association Models Allowing for Order Restrictions and Marginal Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1192-1199, December.
    3. Bartolucci F. & Forcina A. & Dardanoni V., 2001. "Positive Quadrant Dependence and Marginal Modeling in Two-Way Tables With Ordered Margins," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1497-1505, December.
    4. Causeur, David & Dhorne, Thierry & Antoni, Arlette, 2005. "A two-way analysis of variance model with positive definite interaction for homologous factors," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 431-448, August.
    5. Bartolucci, F. & Scaccia, L., 2004. "Testing for positive association in contingency tables with fixed margins," Computational Statistics & Data Analysis, Elsevier, vol. 47(1), pages 195-210, August.

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