Invariance and factorial models

Authors
Citation
P. Mccullagh, Invariance and factorial models, J ROY STA B, 62, 2000, pp. 209-238
Citations number
50
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN journal
13697412 → ACNP
Volume
62
Year of publication
2000
Part
2
Pages
209 - 238
Database
ISI
SICI code
1369-7412(2000)62:<209:IAFM>2.0.ZU;2-X
Abstract
Two factors having the same set of levels are said to be homologous. This p aper aims to extend the domain of factorial models to designs that include homologous factors. In doing so, it is necessary first to identify the char acteristic property of those vector spaces that constitute the standard fac torial 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 sta ndard marginality conditions is guaranteed by category representations, but not by group representations. Marginality is thus interpreted as invarianc e under selection of factor levels (I-representations), and invariance unde r replication of levels (S-representations). For designs in which each fact or occurs once, the representations of the product category coincide with t he standard factorial models. For designs that include homologous factors, the set of S-representations is a subset of the I-representations. It is sh own that symmetry and quasi-symmetry are representations in both senses, bu t that not all representations include the constant functions (intercept). The beginnings of an extended algebra for constructing general I-representa tions is described and illustrated by a diallel cross design.