Linear Models ! | j | ~FHN 41504ani Preface essa aa eae ap Scns te oe ee Nope plea devoid Yo methods and rests Yor eimai variance ‘Sree prac om wnt nt, and a 8 he in a Se hes ot Ep ett te ate although concerned wth pions of peer lina mods toevoping rts for the girl Kaa model tl mach he tl of {nan he chap oa by the a ne ig ‘Copter als wih falsaak osc bps cf seteuon (bated nan expe) and pei 10 mae reein, Bing 2 vr treatment fr fangs genera near hypoth” Aer ‘Eaing wih various spect f thie Hyptben and paca asso the apart cas wih scons on fu mel ad oer Tetd topic ‘Goer #icodsces mode oto fl ak by dicing reper on ‘smn (0,1) variables snd showing sequal to nesses The ‘el ate wel known tov mostmattcias, But motto may wes 1 ‘son, xpi thove who ae fla ih pein mare nthe orm ‘Tcemputt ep thn asx atl proces The chap ends ith ‘tural example tasting both he possy cf having many lon, {o normal equiton andthe Wes of enable ed on-ctinabe fncons. Chapters ele with he no flank modeling peal’ iene rains and pings ned proves for esting uy eset po Si Chaper 6 thooph 8 deal with specie out f thi model ing ‘many dei Yor the analy of wabaoced cata Within these capers ‘Sorel dtl ian fran tps hat eh Books ed to grr ‘aticoms on most and conus auton (Sections 56 and 3.7: ‘Sogn covarance mance of the ero terme (Scion 3) orthogonal Conte with unbuaced da (Seton 5p he hypotbns teted by ‘tata nthe solr of vartane of unbalance date (Sectons 64,73, {hd'1ap;anelyas 0 cova for anand data (Scion 42); and ‘ppronmae eae fo data that ae oly ight wala (Sion 8.3) these and eter ops, Ihe ted to coda some ea and make "em retin acento letra tha onunuing oer ee ure eave Soo othe op oat be cating oly eatered ‘eroces te them. Sasicns concacd wih onary wrbalsced data hte tes far dls etal swt thefts iavolre for ‘Seay yrs bat probly bate the problems are not exly seal Tite his sca po in pit sbout then. The tne hag ati, Tf ot trying 10 fil evo Readers may nt away apee nth what ss, inde T may wast fo ater tome thing mye de ine be, meat ‘hii ts book st eae to tiking aed wring fete aboot ese Shewsin of Fatt in parts of Chaps 6 trough & where thee Sttmce eed. nt moth to ox Ryptbesesof nr (x dsb ta Chapter) bat to pei what Hypotieies are being toed Wy those ats svn ago atc table for ebm ata 1 treet chow ua of th conespendng balanced dat hypothe ad ‘Thx many sumer! luarncas and eerie Chapt 3 ough § st bypotetal at dngnd wih ey she eid. This sects ‘apt i C-C.L (196) who po out tat we do ot Fear save [ura ejustons by worn th anething Me ase + 2st 4oTie — 21300025 = 0 jn became i cer in ele. Leasing to fit oe ot +30 + 2= 0 Ita mor inracve. Wheres val ie example ae carsny matting, they aralyievove atime that comes as cumbersome ad Sil to fallow tithe alga meant lustre, Furthermore, if one ing to ue rae empl they mt come fem sary of sures (Ctr appeal oa ade anne, bt the changing fom cn example to other assent of salsa devoped abd estate Wigs St intabe los f comin No apsog 8 mae, therfore, forthe a ‘aly of the numeric examples et, nor fer teense of he sae coupe ty averie of tamper and ng the coneptsrbr han the ata of the eamp to maketh ditincton. The ond prt the hap i the ‘ny aceon where baltced date ae coud t Sop not fr specie ‘mode (nig) but intr of procedures sppliabl o blamed data frtenly. Chapter 10 presents mathods curren arable for estimating Stance components fen unbalance! at, th property, pedir ‘hd dicatier, Par of then we cher ru bevy on Sear (7D, Fally, Caper 11 catalogs ruts dered by applying to pee model ‘ome the methods desribdn Chap 10, guhenag together the camber ‘ome algerie expreens fir varus component exiatees tod thet Sarancee inthe vay, ny pnts and Peay crowed casscationt (Cando and mised model) aod eters Corres these evs are etre ‘roughout the Itertre The sigbaicexressicas ate hemselres egy tte wuld be ite advantage in ping numeri tains stead, ‘ra space has bon taken o pet the ger exessions i ns able ‘Tiumer se pou [Al shapers cept the lit have exec, most of which ae degra 10 scourge the ent fo eta the tet and to proces and Become Itoroghly falar with the teh ened. Stasis, thet‘every technoue exactly, bul must koow where locate it when needed and be ‘trunbelanced dan salsa, aod 20 the cnet are decd owas tapresing onthe eae he metbos and lope of tubing tects ‘rth the deals of te eats hence. Thee cn nays be ound No comput: programs ae given Tis woul bean enormous ts, wih no erat tha soca proper woul be opal when wien ad even its chace byte tne hey were plies, While the net fr goed Peo {San ir obvos, thnk tats satis book nt the pice Jt for Sch Fropems, Comte program prised i books ake 0 the a of ebay Eig suthoriy, whch, eve i ali ial, 2008 becomes oamoded in todays fatmovng computer wo Te pr no cota an ely pot ih ‘My sincere thenks go to many people for helping with the book: the Innit of Stas Temas Aaa MC Unies sich povided me with ‘hesites dg» eabbutallesve (196-199) to do mat of the tl wreting, RG. Corel, N-R. Draper, and JS. Hume, the reviewers of te [rt aft who made many Spl sggesions; nd my colleagues at Corel ‘rhc eocuraped me to hep gang. so thaak DF. Cox, CH. Gold, I teaye, KR Hocking 4 W, Rodan, Solomon, N.S. Ugur and D. 1. Wena or reading part ofthe macanct and opzsting aa ‘provements To John W. Rodan prs partir tite for proeous hep eh rot wading Gra hanks slo got suretarial lp both Text Tt M. and Coe Universtiy, ho esl the burden eormouty. Sie sane List of Chapters 1. Gener Ierne Matrices 2 Drains and Qundatic Form 2 Region, othe Fll Rank Met 4. Ineedcng Limar Mode: Regain on Dummy Veriaes Models Not of Fall Rank (6 Telemetry Ml 7. The 2ay Cred Cain 1 Seme Orter Ansys 9, Induction to Variance Components 10, Metin of tinatng Variance Compass rom Unblncd Data 1. Variance Component Estimation frm Untlaced Dain: Ferma Intex 2cae ercuaaly but mut know where to focateitwbes needed and Be ‘Seen os pra Oe es saath edhe ethos an! logic exablating be tinue i eu ofthe eu themselves. These ca away be ound nS cic programs ae given This woud be an enorme ts With aca tak neh progams woud be opioal when wien and ee Tay tc te they were pubs. Whe the ned for god pre- waco | nk ts s ais Book st tie lice Jet or Sach Fr Compu progres intl i books ake 0 th ut fealty Precnosiy, which een if tad inital, soon bones outmoed it ‘Daag moving computer wor Te hp gb sain nel sorters tanks go to many people fo helping with the book: the at atin af Tens Asad M, Unversity which provide me wit Hee Ganng t tatbatcal eve (196-190) to do mon ofthe nil i AG eral NR, Draper ed 3-8. Hone, the reviewer th Wtne TS ade many pal uggeions and my collages at Corel Se ce Tage me woke ging 1b thank D.F. Cox, CH. Golds TeNSUOME i Hacing 1 W: Raden, DL Selomon N.S. Ura and ete for ending pts of the manuscript and suggesting vale Pctement To fhm W, Radan gos prior gate er geen ip Per oot aang Ctl hanks so go owen ip ath Text TLE be. Sn Carel invests, who eae the burs enormous. Sok same od and erly sign pote wits List of Chapters 1. Gemelindnvere Matos 1 2 Ditton a Quadra Ferme 1 2 Reps, othe Fall Rank Mode = 4 Introacng Linear Modes: Regen ot Duminy Variables 136 Models Not of Fall Rash 16 6 Two ementary Modes 2 7. The 297 Cred Caiteation 2 4 Some Otter Anis an 9. nroacton te Variance Components m6 10, Met of ating Variance Components frm Unalanced Data 21 1, Verne Component Eintion fom Us fom Unbalanced Data: Formulae 473 Index 2Contents & aati oe store feo, 11 rane mare reper of egal hr, 22 i rem fran 2 2 Disrhitons and Quadratic Forms Ierdacton Ni yf 58 € Loew nefits sean ft 1 Jf Marat ree (2) Altar pel (i) Stone nrg Fc, 4.Inpeni, 3 1: Regreson, othe Fall Rank Mode jee ee ‘fone F Coet er 4 her of er 93 Dis so ropes eos een san s oe bout 4. lntrecing Liner Model: Regrenion on Dummy Varies1 2 ene eee 1. The 2Way Crossed Caiestion 1 Song Se ral pee, 264 hee nome 8 1 pes otra, 2 (fe conn, 2 Bring te neos 0 6 Fetches tee 2 > perigee auring recs 24 (0 tarpon of wa 76 Sti cts, 277 Tea a ec ven, 283 r 1 heed a 2 ie spent ein ee, Pipa proton a (8 Cone chet 2 © ert te merce mat fs 1 Seay 2 te et te Some Other Ansys 32 1, agree epg dts m2 1 a wm 38 2 jeep ne 8 Sept fecman i dog ore eto, 4 A tt aig he comin, 32 ‘0 Asi of mee 3 (3 far pte 38 10 Aca mgen t (3 bang Bs (= Rone mina The Dieay cacao (oth inercton, 380 «Cg nam mos 8eM Of me ad et, 31 (2 On ning et voor 31 5. Majo ener 38 © ema 5 6: Role for act ua 1 Eealng eof sins ele, 8 (Fac dic 38 (Lins ne sain of ase al. 910 (6) tment, 0 (Dope fed 39 ‘some atoguee 6, eaang sf pre, © Sepa er of nse, MS), 389 i) Pond sic td mito mde, 33 2 poof mal, 357 i rel ct + ning on pn on ed Nor samapone 2 Dawn fmm ses 0 1 Deano eno, 0 © Reteof poten #17 4 Copdec onch 3 4 pany papel aries 3 1 Sr cf a 6 10, Metids of Eationting Variance Components tom Unbned Data 21 Saar © Rano mae 4 Spear 0 . 2 halle of nce not (Heenan meod 1) on 1 toon of spare 25 madd 6 (5) Ampeg "von o ute" 25 (i) Unceced man of gena, 26 Byers 27 3) Sed ain 29 (3 ee at (Castine yy” 2 4 Spi rns ers 8} + f z F F i t 4 Fit conte method Ota’ tot 3) “ +. hate ome maar “a 6 Siete am nea 2 1 Satin alg id dt ss mati ed ofc 1 nt opted rae component 482 Lage mpc 460L at ModelsCHAPTER GENERALIZED INVERSE MATRICES 1. ryropuerton Te sppliation of pneralzs invertstre simply, 8 PAQ = d As wal Pand Qasr telex oper oo ape ves ely fom A Analogs to Awe dfne A Then a shown below ear ° iShot unos fr seer P nor Q5y thet dfniton unique ete tor Ba henfore @ = QU 0 20% 6 the nveries Pande be Example For fa 4 = pi-i « Ie od The reader should vey that AGA 1 to be emplasind at generalized inverse exit for rectangular smnbins os wel ot or sume com. Ths vib from the fovmnaton of Bur However, for A of ort p 9, we deine A” as having ender p OTR ts att Big pope oder met 8 example. Cooiercoe 1 0 0 ou lo 0 0 Oo} o-[ HAL sot 6 = 08 =| $f wee ee computing Gis based om knowing he rank ofA. Suppo ia Ped tax ca be prioned in sucha may thats ending FF ‘Soe nosing, vec the nll mars are of appropiate ode o make G be ¢% p- To EGG ita pene inves ofA ot that wal ad ow, bythe yin which A hat een patoned, Ay Aa) = Ki Aud oT Stee K TeforeK = Ang and 0 Aap Kha AnAitA Mesce AGA= A Trample. A genera inverse of bf eas of joao Seppe smal Let Boal 3 pr the omen ee Een operons epetn’y to bing ht the leg poate. Tea oP ln ete B it nonsiagui of erer Then isa peoerlzed inverse of Band Gy, = SFR a ener inves of A Now Rand are prosit of eetstary cpereton tht interchange rom (ercslunm); ie, and S reproduce of matics tha are deity mates treks (or columns) itchanged Therefore Rats Srey mats ith rove or salurn) i diferent sequence from tht found int Sach Inns ar wnat prmuton mater and are ortoonal © poestten mtx aad RR-1 © ‘The sate fr, an 0 from RAS = Be have Acrnsax[h Ss ms Ba) G~sme-oersy~{x[% Os hogs fe fem of A= TS, pais ig rtalngs ped ines 04) tos oes Io A, of rk, fd any sonsingslar minor of ode Calle M (ong the oymbol Mi plas of By {id Inet BM dtp the va: (M1 mA sep ch met of My The omen ceeWith Pas give air and 208 (> atheneaken a 10 0 bao =) 1°) some Gaqar=| $ 9 po | oo ° Lo oa BA alec Atkin enyecompaig Gis don knowing the ank oA Suppo ic ARE Geta cn be pone fs mch ay hat ts ding 77 tinting 3 swore yx roan. The ener ives Ais vier th nll ices are of appropiate are 0 make G beg x p. To tht Ga nro inverse of A note tat ‘ow, bythe way inwhich Aas bees patone, A Aa] = KU eee met Therefore K = huh? 20d Ay Kay = Aci Meco AGA = Example, A geal inverse of ep tk pm ET ae Spree thee petal to beg te leading pon. Teen mo mentary operas wit Cn open nd S are pros wher By ie mon singular of oder The Bs is peneratnd iver of B and Gyoy = SPR ia generalize nvr of A. Now R and ae products of eemcttary operat that imerchange OWS (Gccolumn); ie, Ran Sate produc of mre tha ae deity mates, throws or nm) trchage. Thereore Rand Se ent) mates {ith row (or column ia dflrentseeence from that found = 1 Sach tetas ee Lao 6 fois meee erage Ee ee pera =f Ply let, 0 fra By concerned this product represent the operation of feturung he eeents of Bi, 1 the geal postions in A. Now conser Greve c= sen acrsy = |e tn tis, analogous to the form of A = RBS, the produ nvaving tnd $n repress puting the ements of hi) nto the eeresponing prstions (of G) a the edemens of By ocupled in A Hence a algort Tr tndng«geuralediavene ofA by Gt ethod i s Flos (1a A, of ahr nd any nonsingular minor of onder. Cale M (ing he uml Min pce of By) (i) Invert Mand trapose the nen: (ML (i) In A rapace each element of M.by the corespon‘ covenshjzen inverse aaraices ma (@) Trampoes the fevshing mati (5) The rt Gy 2 gonad ves fA Note that this prcelure isnt equivalent, in, to replacing dens of Min Ay the ements OFM (an ther by 20) ad then) ean Meneame, Not equal eplacing i) lemens STatin A by eletets of Mand ter ty zo) and hn ny) bt te sete ce Execs) ta ener he sion mast eis Ot eae actos ne case where ican be spliff when A is synmetie. Then any Oeil minor of & symm and te trapong i bot abd) Ear pored,Theslgohn cn tan Rene fos (ta Aof rank and sme, od any nosing ria minor oder CaM Ai) In replace ech lemsnt of M by th corespontig element of (Go) Replace al ier eemens ofA by 230. (0) The reat, penelizdinvese o A However, when A ssymmete and noo-nmietic om pac minors th Yor M ten the ones sgoitin mst Be wed Example, The matic alr sus epee earene ee eee neat eee eo) fe ee ane ea] fe-w a) , [oor oii} fe eo Jove pe fb a al “now Ey opti way souvino unsan equations eat Thee don oma 6 hati) a yo ment ony thy eam be satay, Bt for thone of age erie ote metas may be refered. Some of tse are dacs siege. Mort mathe nol, ‘cours, the sme Kind of menial problems rence naling the regularimerse A of nonsingular mart A. Despite this the sera int vere ha importance aan of ts pec ppcation to nctequare Imatnces and sqewe,sigsar atrieIn te spec cate hat Ano”. Salar C= Aas one would expect, ad int cate G is mie Theft hn A has a grcrlied ives even when i gsr ore tanpsar tas articular Spica inthe probe of sling sqexons prof solving Ax = 3 fort wher Ai snslr or ectanga a tuations sts marr he we of «generated inverse Glad, a shale, very ‘Secy toa scion. And ths of gat snprtance nto say of Ee tmoel, where such equation ue gute egal. For sample wen 8 ‘model can be witen a = Xb +e, he eat gure prose fo etina ing b fen eso equations XXb = Xy whee the matric XX ing. ence the solution cannot be wees as CX)" Su ung a peered inert of CX «olson can be obtained rel and popes aed. Sine the se of generale inverse mates solving near equines tte aplication af pmeitere 50 frat near odes ae concerned, the cede invived are now outhsed. Following thi, some ener FOP. ‘Som of generale avencr are daca 2. SOLVING LINEAR EQUATIONS Comite eqns ‘A conven surg point rom which w develop the sition of Laer equates wing road lvene the dion of cousaten euntons Deedon. The tiearequtons Ax = y are dened at being consent itary Bnearrelatonstis exiting among theron of Ans ext amen he ‘coreponding chen ofeee eee attqe? tnd 34 6y=24 ‘hs comequnc of the it, y+ 6p = 2, which cannot be ue ih Mecueirtlhcd The union te therfore tid be inconsent Pi osaldintion ot comine! equations dos not mand hat ex atonsips mt est among the rows ofA but if hy de ten the ‘So doe requ that the same relationships ls ext among the coe Mectene denen of 7 forthe eqntion fo be consent. For example ‘ion a cxnn he euntoae Ary ae anys comet, fo the a Toc ioubipe among the rows of Aan therfore none Sat (be Tapas of the concept of consistency es te foowing there. inna epaions can be solved and cay ty ae coositeat, Proof ESL Rebtates fom the above deinaion of cositenteqeation [ot fo Sica Ste (90), See 2 or Sxl and Hausman (970, S72. SmSTW'h ony comioent equine that eat be sled, dicuion of ¢ Fercedare for sling near egetions i heater confines 1 equations Obtaining stone rhe tak twee pew invert ofthe ati A and consent satu Ann) tn owing tre apd rom Proof the equations Ax =y ae coistent and have x= Gr a5 8 tained any matrix Gating AGA ~ A, fo G tn) geen eying ote hana eget, nonsingle atric “ Theorem 2.164 ha gcolumes ad iG «genre ivene of A the the comin eqns Ar = y hve soe fa Gy+ (GAM, ° = ty Theorem 1 te, Xeni, Ax= 7 and bene i elton. The notation & emphasis ‘Sac soeo,ctigsching&t fom the gocal ctor taksowns ‘Note thatthe scan inves an demeat ofabainen becuse to'ar =. No matter wha value ge to, the exprsioe fr & gen in nas A=. Feber, hl for who es ample, Comer the eqtions Axa {fb 0 © [6 a2] |-t4 2440 zy | o where snd sae airy, Thi means tha (9) is «solution © (8) 20 Thar that alow we pen lo andy For example, pings = O = 5 pe ua 100) 0 and pting = =H ad = 2 vs wet 41-2. i) 1 willbe found that bath andy atin 8. That (9) does say (for ft vale of adscam men by ubstttion For xanple, the et hand ‘seo thei equation then 6 ty 2) + NB 4 Bt Hd + (a) = and HW Ff 5 +6 =D balotds + + st ol be. ae, Bes 3 q sa Oy 4 Game EE ER for srbirary vale snd 4 Th, wl Be ond, sis (8. Properties of oon ‘One mipht now ask abou the elaomhip, i any, betneen the E40 sole sows (9) aed (12) found by wing the two Boers verses © and Bot sat (8) fran inte smber of otf ales Oy 2nd The tsi question is: Do the tro sluts generate, through allocating Airent so of vale othe abtray values and sn ad ad in the same sei of vectors tht sty Ax 7? The sneer yer ‘Thiisso bens on puting = 6 + y+ Deand — ay he tltcn in (12) becomes dental to tht i). Hoce (and (12) both ert the tet of hts ‘Te reutinaip between stone wing G and thow wing i that oo png Cg PTO On d= Cae, {A stronger result, which concerns pensation ofall lutions from fs contain! inthe allowing tor, ‘Teor 3 Fo th consistent equation X= ll solton at, fo a sponte G paced ty = Gy $(GA~ Be for erery Pra Ltx" bay wlaonio x= - Chon x = (GA — a an Teimportane of his theorem that one awd dsve ony one pnealizat ‘Meo soutiom other tas thw that can genre rom ©Lemma 1 Let Hm GA bere the rank of A, denoted by rh it em Sad A hang solumas. Then Hs dempotent ith rank anit 4 — ‘rol. Hi-= GAGA = GA = H, soning that H is idempotent Further ree, MS fo he tak oft product mati, rH) = MGA) & Seiad), ‘boawe AH =AGA=A, we have rH) 2r(A), Therefore Ng) Siraod snc Hs iempoten 5051 — fore 50 tat MO Goo ea 9 oO) a — nO =9 — 7 ‘Teer 4. When Aisa mati of columns and ca, and when y+ nor atin the numberof LIN tations to the coon quaint hoyayertt A, the woltons to Ax = ¥ ae, fom Theres 2 2-67 + 0D Norn — == en — bn Sen rt sary tn err Semone Ines combats of a tie re oy (g =) UN ver (De and Prof. Weng H = Gi ee fiat pee Qe) LiNsatiom, For fm hyn FE wate ee a2 Barts lioc soloiom % = G's ales ion Assume I ieady Gepost onthe fst for cals i f= 1,20 =% totallct which are to, Gy Sik, = BGs + a Del Ten Gym Gy SA. + EU Now he et hand ie (4 conin o# Therefor on he gh an Se ee cy sero, Th meats (1) bo longer te fr some Sto acces ladqenden of the nee Gy and 8 there but one scktion, coresponding Theorem $. 1 yf. 8, ae ny oto of comet equation Aray fr shih y 6, tea any lca combination of thse soltons E12 S18, ie ako » solution of the equations and only i 3 = Pref Basse we Edt Ant = Shy = 1652) a9 Now if i solution of Ax = y then Ax* = y and by comparion with (15) hin mean, y being non-null that 3, ~ 1 Convene, i = uation (5) implies that Ax* = y, namely thst it 8 slatio” So he Ieorem a proved Conary. Whee y= 0, Gy i all and there are only g — sonal LN rotor to Ax = 0, tho, 48, lea otion of AX = for any values tte aample(oninsd)1 can te shows tat the value of (A) = for & ened (8) cr = 2 Therefore there wey r+ l= 4 —24 1 = 3LIN ‘Staion i (0, Two ae shown in (1) tad (11), ih (10 Big the lation Gresertcrnet =u Aner ton ating 8°01 iat » 0-1, tehation (becomes‘adie for if and cay fH = (where H = Gund AGA =). Proof, Fora satin 8 gen by Theorem 2 This independent of the ata xi = Wand ic any sition can te putin the form by appropriate choke othe ale of 1 for any [EW Gy povided that 1 ay ot be ety clea hat when KH =’ the wale of’ = AG) is inven to whichever ofthe many geerlied inverse forthe ftrx G. We therelore clay ths pot Fant by Theorem 4 there are Gusti) LIN sohsion of the foam X= Gy + Ql De Let thse Ststons be for t= 2. -og-—7-+ 1. Soppow for some ther (prestied iver, G* ty, ws nv 4 hon Gy + 0 — De “Ten, sce the 45 fea LIN eto g =F +1 solos, x° mat be a neat combeation of them; thet tere a set of ales Jy for = fer st te at and fa ich, by Thre 8, = Sosay ct cian po te oe ae aig A ithe ue feral taba tna ITN. Now bat whe Were W S24, Sanh = SANGy = GSA) = 19 =H reese Sate Example. In desing and for wep2in ry it il be fou that WH — A. Therefore W's vain to whatever lution 15 Ged Yor 8 Th om (0) ad il) Wh = 4-8 + 209 +1004 1-9) = (6 ~~ 2a) + HB + By + He) + Hd +H M6 4af-3 44 — Dn = “0 S000 does 1 have the same ale fr, fom (2), Wa =) ++ 2, 1) +64 42 EHD mb 6 44344 DFE D7 Thee of coun, many alto that ay WH = For ech ef tes, ar fo the Che of Le forte sath woe a Gay and Rt aries beach hse tte ae fal ‘ates fT ate eagle ky KM shee -0236 sere rom W'S for Wf (16). Bat ik = —10for every &(iecause rt) = 1 there are in K' = WH of onder g exactly q ~ relents that ae ear combinations ofthe let 7. Therefor array vectors fr there re onlyr LIN vers = WH] We return fo thx past wen di Shsung timation in Capers ‘The concept ofa gener inves been defied nd i we in scivng Hear eqetons eqhined. We next bey dics the geeraleé Inver iol, i various deions and some of ts properties, Exensve ‘view of unre! inven nd tr pplication so be food in Boulion {Sol Ode Ghee andthe aproimstely 350 refrence ted et 3. THE PENROSE INVERSE ere (1955) in exteting the work of Moore (190, shows that for rk tea niger mains K which satis the fllowing four waa aay am Gi oy ny = AK Gv, ‘We ref tothe at Fenris comdtios aod 16K a the (niu) Penrose Inverse; mor coves it tthe Moore Penrose oven anrx’s prot of the esence of K sling these contion i lenghy but isrucve. I upon two emia rating trations having fa (bt 0 comple) mbes a semester hat ae ed rept What ows Lemme 2. XX 0 implies X= 0 Lemma 3. PRX = OX implies PX = OX ienens of acho» are mo and bes the sacl hema re Br. Lemma proved by apying Lemma 210 XX = OXXKP ~ OF = (PX — OXYPX'— OXY = 6 Proof ofthe exsence a uniquement of K starts by ting that) and Sims, (i) and) re tri wd only if inex, tsue that some other matt sts the Peon codon. ‘Then feo conditines () and (i) str of M we woul have i) and (i) would lead to AMM = en ‘Therefore, on sobetsing (20) nto (9) and sing 1) apna we have A= KKA' = KRATAM = KAM. and on sutting (1) nt this and ng (1) ao (21) we pt K = KAM = KAAMM = AMM = ME ‘Therefore Ksatsing (8) ad (19) usgue and sats the Peaon com ‘ine we dv form by stung tat foc sme matric T. Then (18 i std THAN = @ samely(1), Ths we hve provod that i K = TA asi (2, with T bing Conder N'A ite qere sad 10 aes power. And for some ilger Sere wil eat comeguene ofthe Casey Hamiton theorem fe €§ Sear 0), Ses TS see feat Bye dy mot nl o,8® SNESALIZED 1WvENSE waTaICES tor Tm UN + dK) EE MAA, To show ta thi sts (2) not ta, by iret mstipeation, TAY = (1B. AAI" + Bel AY Kay = CUA AA — BAAR — AA may = (way, 9 sod repeated use of Lem 3 rede thst 2). Thus K = TA with T Steed in) stir) ad nce the nique pened lvene ‘tating lou ofthe Penrone condone Se ae : ne 2h wae wae 5-1 ned Ho is the ence ner fA satig (7). fs erate prosedure for dering K has bes sugused by Grab aa oruan peristrions » so then kana om upon ing 25) roof tht K ass the fous Peron onde dpe 4. orwen pevinttions eis tha te Poros inverse Kista 1 compute, especialy whe ‘bas many column tes hen te appeation of he Cape Hamilton susie (Eg 1) Name Mai Sandi Rederve genni vere a Tice Nem geitinewe A sax wf rng nc euntion. And in poring the pina ‘eis fount that tv son xin realy meafed i ths ‘nies AGA = ht that relnd thoughout hs book Nee. teks, vary of names aro be ound nthe iterate, oth for a for othr matics sisthng fever ha al for of the Poston condons stot seipte names gen a Table Tn the nouion of Tabe L1 A" =, the generale inves akeady deed sod Gace tnd A" = Khe Penre nvr Tita ho tet ‘led te pred verses th pve by various suo The gpd ‘Eon of oormazed geneaand vere a Table 1 ot uitern) Scepied. As gen there, fh sed by Urquhart (196), wheres Golda tod Zien (1960) eal 2 "wea pena inverse. Ax cramp ich & fmt a et ten Lach that LA = 1. The destipion “oormalae sab ten sed by Rohe (06) fora mars stag conden (@) a (io). Ao ape of ths had frat te ph verse fet ang th mb f Tae 11 ica be ee tatDeer p that ate LIN of ay set of pm LIN rows oF WX. Fartermoe if ree see Sor) ets] With 00) extn he te mater By and OC + HY are generale inven XX.) a ee eer cos (om Themes T= fy Ute frmymanis frome peg tenn persion ind 0 oT tad kl ie Co erea ere x Waa el by nko Theater ersee mr =? Pee alucce ie eae mea meee pitmah nn XD 00nd) =m tt Xm Xm 6 8 (p— mlx rh ee le ears aslo eres praree me re s reine = feed tae ip re SE SEE ey lel cies pet: ae Doom Lames 6 For Xan D of LenS Wo rem 7 wh lo cob RD achat ed on foe two Han LN tomo Po.) Over) = mse ht tn om of H dpe on ose NAS ese ad HD — ED = Tons be Seep Tinto Ss enengce in adore Bre LIN of thon oX i “iy Gen tat the rows Of H are LIN of thos f , the matrix of one (V +m) ph fulcolum rk. Theroreit has ef ver TU" Vian ea (1965, See 313 and 0 UX+vHeL ic, UD+YHD=D; VHD ~ », ing Lenin 5. Bot AD pa) = ma hereto D has et oven, Ey Sie EVHD = EDs Thenfor rOHD) > and 0, bee HD rot of (1 can now be etabtabel Fit, tit acest to sw tha in (00) Bn liphing te to we (0) we gat am enya XX, NB aE asd XRF MBA, G2) Hm, <0 asd HB. ey By =H and B= oo xR, = td pot-lipying this by XX shows, from Lem, that Bt one fd mene of CX. Furterwore, making we (3), (35) and Leas 5 —wowyD 9 (6X 4 HAG + DIDI?) = Fre snd post.nutiptying (XX + HH)! obtained fom this by XX then ‘hows hat OCX + HTH a peoaizd ioverse of TX can alo be shown tat By sate the econd of Penrou's oaditons, (im 17) bet OCX + HH dow ot and ether genralzed vee {Gy satiate contin Gi Gi) oi (64) fers t0 rap (61, p 292) and w Kempthone (1932, pp 7) in dacesing By tnd to Packet (90, p. Al) and Schale (198, B.19)n cusang (CX + HH nero danny peertzn inves Erxx us teing mtnces 6 for whch b = GX na solton of XH = Ky By Theorem I they then ati conton (has jut bee shows. Rayer {2 Pgh (1967 hs daca hse ent adeating hat Do he rceing ‘Sncaiom may be taken at (CX + HH) Thi, a2 Chipman (196) ‘Sows (ct Exerc 13} meas tht HD = Land s0 (3) tecomes XB, = 1 WHO + 5) simpli form of Rayer and Pringe's equation (7). The relationship theween the two pinraed fever of XX show (I) therfore tat indict ia (3). Notes that Lema 6 i equvaent to These 3 of Sit 1959, p17, 6. ARBITRARINESS IN A GENERALIZED INVERSE “The existence of many gener avers mario: G tha sity AGA = ‘Abas ten empaasied We fee examine the nature ofthe arrrins ‘ich peerze ives ae cane by Unubact( 1963s), Some leas cerning ak ae pes Ss Lemma 7. A rai of fl row rank + can be writen at» product of mtr, ove ting ofthe form (1, SIfor some mati, ofr rs Prof. Seppo Ba as fll rom rank rand conse a8 FX tm singular mint, Ma). ‘Then. for sone matrix Land soe permutationattic @ fe (6) me have BQ = [M30 that eM MAO MI SjQ%, for SNL em 81+ KA has fl Prof, Assume that 1+ KK’ doesnot hve fal ak. Then its clus so that W(t KK = ve + WIRY =O a+ Kee Dota and w(K’ are both sums of quae of rel umber. Hence thee tum wooly thet dements r, iol fa = 0. Tis contradicts the ‘Srumplion Therefore 1+ KA” hs ful tank ‘Lemma 9. When ha ful ow rank Proof, Asin Lem 7, woe B= MIL S1Q* where M-* eis. The, seco Qisa proton matrix and thus onogona, BE = M+ SS) ‘thc, by Lewna apd becuse Mey ir no-sgelar ‘Cora Woes non singl. Comer now a matt Ay of ankles thas Both p nd. A contain at les one on-anglar minora er 7 which ve wil esume he leading tmncr Thee imo Jus generality i this asmption tease i not tre the igri of ST wil aye «peered inverse of A fon + grotaland irene f B= RAS Tor permutation maton R nd, tthe Bins ts nding 7 7 minor nonsingular. Discusion of pea’ Inver oft therfore conned to A hangs lending ior Rom agua Asordingy, A's prtioned a is mein. ft clon rank Gare tebe on “Tae, with Ag xing, Aca be writen as auast] 20M = AGtAal 09) Since, fom Lemma 4 ba ll column rank and M has fl row ak Lemin 9 show that (LL nd (MEY en, “ Premmatipliaonby As(L)- a pncnaiatin by MIMIN 8 Seg meme : “Leen aie af ede x p conformable fr muiexion ith A, Then wba (42) and Go) oat) ge us Gin + Aha + Gabel + AAG dit = AG. (8) ‘This ste mbateer the generale ivere maybe. Therefore, for ay Imaices Gy, Gn Gy 2d Ghat say 4), Ga pie in (2) wl be {eeralaed ere of A Terfore on stating rom (43) for Gy, weave hal, — Gund — Ait Gren Gu] ca on) cy se psn efor ny mai Gy Gy ad Gy fpr cede Tus the strane ot pein vee hate ‘Cori conmeucce of (0) cat be tte: One that ¥y aking Gn is Gy and Gy el, 1 form dicted car, Ansther is hat hea A ic symmetric 6 ino nese) symmei. Only when Gy = Gi nd Gy symm wl Ge ymet- And when p > Gan he fl tow ang even? <4 for etample, Ga AA, Gy = D0 {Gz hs fo vow uk ten G alto hs fll Sow rank in pac, then, the fankofGcanenced tat A Input, th ans tha ing aos fee aie ivr tH pe yw a end 6 = GAG, + 1 GAN + VAG) us) for any X and. Pre and post maipcation of 4) by shows that this] an peitionX and Yin the same manner 1 G, then (4) becomes 7 Xu - Yaad met+% | is crn te are cen mar ay a do ee) = fwd Bet area eat emcee) fom £ = Gy, bee Gis the infest of peered nner indented (5) Fit a emma emma 19-1 yi abeay and yay hrown and noel thee xa an arbirary tie X sch hat 2k, Proof. Since y 0 one element, 5). will be aon-aeo. Weng ¥ = Nov we have the theorem on pnerating lutions = Gy ~ GAGy + GAGY + GAXy = GAG, +0 GAN + Gal — AG iy where is enact the frm pen in (5) sing 6, fr ¥. Procedures for imertng partons matics are wel known fe, Seat (0966 Sec: 8.7) In paral the nes ofthe partons fll ak sym a re a-[ alfa © | < [Pease am) eeiees “he amlogy of (4) for generalised avery, when M is symmetric but singular, as teen rved by Rohde (965. On detning A” aad Q” at socal ivr of And @ rape, tee =D = wa [S +O wR — ABQ “onaeect tae cpa neces Sate came nt ase seo sn aepacaccan te Boa ‘Sie error ptt ovata 8. exercises pat ee ee nen to dag form fds perder sh 2 ind peri! avers A od Bia xr by iveing e-singsar Find rowan nerf ch fhe ang matt (PAG when and @ we manga. 8) chiar pant eh (0) heen engorged ene? {2 heey ma fp framed : a ei 5} 9.114 = yon nos ng a Ga th ein ine 11, Prov that que ® patter : ; toe, Parton X= X08 feet =m and ten ne he vere of 8 HE Se CpI al gle meres of And 1 Sister opens! ucts Ax = ym Z mg ovr al mins toner = Wega O30 vantaa= [2] orto =of" Zens pened ene ithe iene of = GA prove Calg 2 0 Tee 6 CHAPTER 2 DISTRIBUTIONS AND QUADRATIC FORMS Analy of varitce technique involve paring tot um of squares inte compousat sam of squares whow tation (under peopel dst ‘oa tom ad snc tte cea byte (loa brag eyed eos Sesh cere werent {ink of ees of Syers arsed ts prec ss quid form in th teat nu ont ry hore an aha, of ‘his An nrodocor outs’ of he goeal procedure i ay Socrbed Suppo Yu veto of «observations. Then x = $y the toa am of saan of the observations which gets prions into component ‘ims of upc in an analea of aac. Le bean onogoel matic vr =PP=1, ® snd partion Prowse into Xaubmaties Py of oder mm fr (= Ldeeeads with my % ®Each of thew sums of saresconeaponds to the hie ia an anas o arane (wha esl ae, degre of feeom egal the nko Iovng 79 a in (otal vu of quae. The poral nature of oul to be tewioped inthis chapter san be demonstrated forthe k ters PP of (3) Fr fr example, in Corollary 21 of Theorem 2 we show tat if the mens of he 9 vr ae sormaly and indeeadety Srna with Stibunon with depres of feedom snd oly A empath jus the Por tin 0) RPRR, = PARP Par, = Po btane PP = tain) Tos ech Pio) empoiet fit throne cach term yPiPaie (2) bas x besos Second, These ¢ we prove tat when he cements of ae noemal dire Jn Sob then yoy a rent ad AB = PREP,-0 we Wn Tt ae] ‘is we know. arermore, owt tapi oF icon (ina) /s The matrix Pin (4) fourth-order Helmet a. Hs pre carce init ae follows. Weng Hy = tate ~ 1) 1088 OF Hae, ith having ah om as Wil that Hy, ready sown a yy = Spt of Further proper of Hemet rthogocal, tha yy = mand, by induction ieWhee xi id in place of the expenion becomes Ax iti the s quae frm and quasi ction other vee ally 32] squat form Ax can be writen as WAX = xB whee B= JA A) ssymmetic Furthermore, wheat) quntate fora cat te writen as Ax Toran iste number of mat cach on be iter ‘in only one nay a8 Ba for B symmetric For cua, tromenten aft. YE] for any value of, ut only when 4 = 0 the mati avohed symmetic. ‘Th tt fy uc ne en oo ‘mats suck that the guar frm sam be writen st WAR it Reg Symmetric Because ofthe wsgureet of thi tyme mat all are forall Owithve demanding that ax = 0 fora lest ote non-nl x. Hence ths deteiton Incest tat we ‘ave defined a eter pd or pad. We vlc sch mates meng shpat (a. in keeping, or eae, wth Ras (1965p. 1). Thr tates eer por pad = feared aoa : rrovu= Sst Pee en ee 17h my e'tyy = Et, were Jy square x mati toner nwt vey element eu toon, & ftv veidetnite quadratic frm case seo no ony ity = @ ical fever) element ot yi the sate, ify = a forany "Lemmas concerning poste (em We [abel ph] maces tua we wil sabeqorty ue at follows Lemma 1. The smmevic nati A i postive definite if and ony il its cpl eating misors have postive determinantther ow principal leading minors tad therfore have now tr, indeed postive dermiane) Not tat the convene ofthe sroary notte: Noesinglr matics avec, 0 geeal, postive Ste ‘Leama 2 For P nonsiguas, PAP iso snot pstine Yen) according a8 Air wot pe yan sed was =yPAPy = 0 And forx 0,420 sad yPAPy > 0 teooting at AX > 0 Hence PAP s p(a)d accord A pd Lemma 3. Lateot 108 ofa postive (em Weite matrix seal postive (omega, Ley 20 o pontine) ‘Prof. Suppose Lando arate on and ver rnpetely of A with Au = in Then cender wn = win = da for wf When it Pa, wu Oand so dr'u > 0,10, 1.> 0; ene alls ‘navi ar possve Whes Ai pad, vAu > Owth wn 720 hes = O frat lea one #9; heal tet roe of = pad ‘Coal. Positive semidetoite matrices ar singular (They ave one oF more ate roots an herfore sar detrmias The cnvene i ot ‘tae singular mate a tn gee, ponte seni e Lemma 4 A symmetric postive dei and nly #8 can be writes as PP fore non-singular Po AFP fr F nna te smc A = forall Px 0 sod xAx = Ofor al Px~ © But Px = only whe = 0, Fat Therefore Ape The necmary conden i eased by noting ta for A ting se metric there exits aati Q such that QAQ” va chagonal mata with ly UPrand U'anit agonal Buti Ae ponte define tts fll ea. Tore fore QAQ'= Hand wo, bese Q is Ronsigaan, A= QuQ” wha pon. Cort. AA’ is pstive dfnite when A has ill row rank a imams A sn of pote (en Net matics pst a ‘Prof Conidertion of x'Ax = x15 Ad makes his cet use ttTrraaamie tae Pref for some orthogonal P, where Dts agonal fone Heace ar], ou where L'= (D, OF of order 1X and fll wow rank: ie, Lis 1 of al cla ras. Note ae tat alitough LL, LL = De FDS pose lemma 8 sync mati having tet fot il tO and Prof Asymmetric maui X can alvays be expres in canonical form user orthogonal sinry UXU = D whore Dr hago, with daponal lene bg eet ot of Xe eg. Se 90, So: 74) Whe loo}Therefore by Lemma 8, PAP is scempotes, ie, PAPTPAP = PAP. Hence, because Pir notin, APPAPPP = APP ie, AVAV = A¥ ‘towing the npotency of AY 4. pistanurions For the skeof reference and etabshing ntation, eran set atures 'S made at completers or fo rigor Any numner of et [ep Gray (196, Wits (95D, Mod and Gray (198) aed Hogg snd Crig 143 ‘What flown wills oly 0 rexind in of the tings 1 Malvariat dey fein In consign aadom valet Xy Ny. Ky for wich representa of ealaed ales we wit the comave deni fncios| POEs S eX SeXy “Ten the density funtion Jered Fist © Bereta ote Condes which yy.) must satisfy ae Wty A) 20 for = ac fn od Glee onan deat “The marginal deasty faction for what might Della he “tn — rt) afer megeing Ot the Br ke the arpa of Beret Penne = eT dey often = EE Mautnatd) 7 Use ofthe words “fet” and “la in thee decigtions ingles 0 gd ‘eqiening of the arable they ate may omenea ads to centicaon (ie ihm aout sro be thai Ee be pce ae w= Beh =f" eitad ats and on subtiting fom (for thie pes [lo fletee essed de 8) rear, whe =, he pert) wy oie and Tae ovat ven te tha abe sen Be wher) = [fle ates ndete sddde, ffl and srl the variance of the th vale We, WOflen te nore de dey (0) =f wrneoan Po flw—Mtnesesconddnde «8) Fein mo adDiagcalslements of ¥ ae vances and ofigooal elements are co- da), whereas te vrianar-svaince mato vector random varies wil be denote by vat). Fix) e mt mos a vari) = EI — whe —2)1= ¥ «2 Frrcermore, nce the comelaton Between the #8 and aril i =[Z4}=Daieavonied for afm tenn 09 where, wing Q) of See. 1 he Ds are dggoal matics with ements Vector ='1.2, 1 Chay the diagonal ements of we ll wn, td ne met it known sabe Sorcaon ma “Tae main Vis noonepve defi Tose that ti ts, comer EVE for some towel rr € Then VE 3 tty = aS te) = tly nro in which cae efx) = €Ve— 0. Hence Vin ann mur Rs ‘Soo ad because fn (13a theo ae pote Lar radon, When the ravaie x re tasfrmed t variables y by the ear formation — Tx, moments oy are uly derived for eam, Wen mar» nsrmatn of hi ate hatin asin By landn, shee the coian ote with speci the FaThedectun minis edoed ws J = (Goldy) ford) =e maod Ji hie able vale ofthe Serine |f) Deus x= 1-4, te tant J =F andao| J = IPT! Hence when be eosfooation om Fan. or See he ing uo oe Fs we the teenformatio ges [effeminate Bat wow suppose Mn ---s¥ the deity funtion of te ys. Tes By comparson we therefore fed oy T™ ie It Nur) = Uf Kn. ~ 50. Moment enrtig foctinn fesentingfunctoe (abbreviated mg) ofthe tandem varable wien hoof no Sting he enon te ation or Mio = Be) 1dol wn Heace se the Ath moment of + he A pil dere fhe mg. wth spect (0 evalated atthe post t=. Liki, for tone faci © a), the mgt of Me) ald neh of ainde andthe th moment about 40 ofthe faction en In malivariate situations sma rests hold. Them. ofthe joint wrt waee sect paacnt Me = Benen nee afl [let ddd, an And the maf ofa sala fencion o the elnents of, the quadratic Ax fleet std, OD ‘As wll a yen he moments of dstibton the malo ba ther important sy, to of whic sal be avoked pened Pa if wound ‘arable Dae the same mg they hve the Hen denaty fncm, This doe under wide mpl ondins show dui ave ont hee et ‘Mood tod Gray (96), for ample. Secod, to rnd ares re Independeet if thir pint mg factor ito the produ of ther tw Separate mgs The means hi Mia td = hen 2 nd te independent ‘Although sot wad im ths took, the reader will eewtere eacuster craters uncon They ar devel formal by wang) ae of Inthe mg whee = YT 1+ Unrate noma and vance owe il we “a MP on 2 Mee) The desi (Mao We ft -wercen erin aplcatin of) and) wil show tha) = and Be — M49 = nf ee — eae = = i+ ot = M6 =| colt aes =o From (18) is then eal eashed that = and =o + 10 that Ble ~ p= all = hm oh {Matra rma (0) Dena onion When the random vite x’ = [yy «- nd Ine a ulinarate normal ditibeton with vector of ean jt and cancecovarance matt V, we wie“ Mg, YY" oe “x ~ Nie VY ‘Whee tz) = forall then p= pt andi the are mately inaeped- et alwith same arance ton V= ead we we "ei Nd 2 ‘This equnalatw the more tscal ation N/DQn ba by wing tte matt notion of Mal, we emphasize tt thf st & pe ‘io ofthe geval melanie normal Np) At this stage we contac ous tothe cae when V i potive definite ‘The multivariate normal dena fncioe then eS eri (0 Altes meget A redial css tat i partly sya any docenon ofthe marie oral ion ke’ inter. tis a follows For A Beng s postne ate sync smu of orden ——_ Meese ot) a [lofiettn ca eantur, an To etablsh thi result note that bce Ais postive dfite te exit soa singular mates P ich that PAP = ly. Hence [PAP| = [PAL — 1 TAP tsand tung = Py pes Any PAPy = 4a 30 Coda urban Ut fn dt ety anf a and on sting fom (23) ad 27) Now, in ts ofthe partionl fora 6€V audits inven pen shor, w= ‘Therefore the expotet in (28) becomes tn) Wynn (ee [eer sk spies 1 Jan —vavaf278] (mn ~ Wo POF WW) Vaatey AO ce emi 1 (=m) =A yy showing or comparion with (2), that he conditional daribton als Ml ~ Na + Vita — 1 Wa (ui) Indepndoncr. Suppose hat the vector Xft sa nie pettoned ino p sbtecon X= [xy xg 'Theh & ancoany ‘orrespondig partitioning of Y= (Va) fri.) op. that Vem Man = W wexo(Sea, +4 3S ev.1) 2440 = 20 Se. Hv) = Foti + 10. Invoking the property tat them of joa tsiutio indepen ses of variates isthe product of ei serra mg we comida the 1s ae independent. Convery, i thy are independent cach wth he ‘arunce 0 and wo, bce Q tt. ao, 'Qy = 0. In addon soe Qs mint Q-= LL forsome Land therfore Oy = YULy = 8 fps Ly'= 0 and hese LLy = 0, Qy = Qe =O. Since isis tv for any x, QB = Od (08) = 8 = 90(0 X icempote (Chand) imp) ae “ ‘negative debe, spl that X, idempotent alo and ence (a): The aalpe between Thorens 5 and Searle; once Sis poved the of of eltiely be The prt payed y Theorem Sais tt hows tro, then al of conn (0) (end) mvs fil bel. The cou Suener of Tore 5, the inependese cf quadrats an ir ft ‘iors ten ae det from Theorems 2 an Pr of Theorem Se. Weft pov seis I, doing iin fou parts 1) Given (0) I~ Xie sempotest and ence aad aad XX, — Xi phen (a), and. Teor 1-X-+X~X,— X= Kx, em and 0, by Leys Lema, XX, ~ 0, which Hence (andi. Ti Let bea ee rot an whe coresponting atx ete aX Then Ke = tn and ford 9 Mee X= UXalt fr im pen (and thecfoe Xa = X= nan oi a at rot OFX ut ven () Xt Mempetet and hence = 2 There, enum 8 empotet Stulrly he ofr Xs ar dempotet and th (a) teenth: Hence () an () ply Wil: Gen @) and (o) MOH TY, (hand 0) apy (0 Given) 0) =X) and 30 X, whe 6 (e) Thos nex here are n= ALIN ques the LIN equations in ye a2 ll tually LIN; forex, ay ot be LIN ofthe KLIN equate in ‘he matimam mamber of LIN equation, en, sd the equations reduce to Xx =x. Thus the misimum number of LIN Sshuos tou = sien (en) kg that fret et LIN veces SXyem tm fa Hence | soa Itt roo of X, with mltipciy at ent ‘ualto ly But nX,) = hand 30%, hat oly fy sone esr ans, 1 Lena 8, i iempotets sms 10 ae the other Xs, and tus (2) tbe The (cad (imply (2) and hence, by 1, (0; an 0 TE wove TI Given), Xk. an then s0 6 1— X. With By. Xp bing empotnt and hence psd and yma IoXeX- Xx, -1-X— Xion ssc, by Loy Lemma, XX, = 0; Le (i tae Therefor (2) ad) {Sv imped alr, tnd beh th section ad the wbole cre ae proved We eow have to show how Theorem Sa les to proving Theorem 8TAT and AA) = TAT), and AN is Mempotent if and ony TAT Dna © fat oy CATIA = te Theor halne Stig TAT in plese of X(and FAT ia place of X)- Then eons, and Its There Se appld to TAT and TAT show tht when sections I trl of Teor 8 exit conditions (a) 2) and (e) always exit. Bat by “Toeorom 2 Ax ie Ck ac Ap) ad nl i (0) te; ao, Ax Pe Wg) it aod oly fe) ue. And by Theorem 4A and XA einlependent sand aly if sondion (8) ste. And so Theor $+ pod omar $1. (Cochran's Thor. When x 6 M1, and A, i tap with FAc= ty then the AK, ae metic of rank r, for | “ tte independent a ian oy Sr, = Frog, Pat p= and V—= 1, — A in Theorem 5. Thies the wellAnown tne mt proved by Coches (93). 6. BILINEAR FORMS acing the dtl proper of gud ns of soma sis bles to daca proper of bibnea foes. We conser the wre lina orm xe whee 3, and ar fede mad my > ted at Ngo.) and Mb Cu)rspeinely, with he matrix of o- ropes of he bier form re realy derive fom the of quart Fores because acAyavean be expe a qundrate form (2 si — Ths proprio of Ay ae eval! oto of yy) which, for some pn eer we a Aistbution ote ie noma ora ane MAE Oe Elsi) = WAyCa) + Hts “ Tiss proved in he sme manne at pct () of Theorem 1, At, fom | rt (i ft these we have te ih cman tsa 5 Kjoihond = Kr — BV + rH). 30) ‘And fiom There 2, Ati "7B, de and ony if BY is ‘Sompnee Wih relat ete ha, grace of (BV don tipo ist pd ©) empty a BV La tg BV no CO) we hse oy Anand (= Cyan tho of thee comet ef matin ptacs tere ts option ee ih) = Ge) = WAC = ha A spc x 0 wh = 2: Hah) = HedBV? + 24804) eB ad ding (1) eet a) MA) = HALE) + UAC) FHC + HAGA + 28 ANCA (52) ‘Aw based on procedures developed by Evans (1999) Let Xe 35 ad hae ons a, 5 and m rexpecnly and te normal dstbted ith ‘Specie eth tb Sl a oat mas Cy one Gy = Hi — wns — 1) = (CaDente Hat) = AAW) ~ eA) — aKANED. (57) Corsi 12 applied tthe Bet teem of (7 ges sex Ws) = 2 (WCF + WOW, foe p, C and W of (58, (5) an (56) respectively; and sing 32) for ‘xh anit analog for es) we then tat (57) ees, et ‘spate oe of properties strated in (0-0 cotati aR) = UUiCwhna + AeCaan) 4 HsCodate + WA + HaCaAa + Anat (58) This esl does, cone, yl eats obtained eater whe ed for sil (ates For example, to eben varQCAS) put all y's equa oA, all yi Seno anda pr epealto pe anéso pt he varies oad om inx~ Me, Yas ‘lime, sr and Qe ey, pot al hewn (3) eg fo al the (Crequlto sed put A= Ag = Pad Ay = Ay = Qo ge coun, Qx) = 2 WPVQY) + 4 PV Upto thi oat we hve soured at Vis singular when xs Mls, wets cna te staan wee Ven Atego tts wih V being sng, For sac varies teiog normaly dtitted ve ‘Spain te snperity of Vy wing in mel =~ SU ‘Bocce Yds nt ex, the Jeet uttion of he SM, ¥) db: tion cannot be writen dow However, huracerite fonction (mgt ing in place of) dows xa; ts 0" F, Therefore, bythe cot ‘ror fer hance ncion fe, for example, Crane (1951p. 312) ‘sn Andeon {1H p25) weave nrc! tat the density function ‘is, een though conat be writen elt The general caracernton of he SN(p, V Gstibton gen by Ande son (1h p. 2) afl Suppon 9 3 nstor having he (1) Sto ‘ion Then vars obtained byte taformation x= y+ Ly have the SM LL) dann, when Lis not of fl rank. Situon ese liner modes that ar imine th, when we develop equations XY = ‘Xy that ave a sloton ¥ = GX there XX s waguar Them fy has a ‘singular Dacusion ofthe angular normal distribution i therefore pertnent. Ws canner ve heorens, Ie snalogus of tow for somsinglat Vin ‘SS Although hey ae sated sping toe Sa, ¥) dtbtion, we ‘ceforh tae tha to be ether the guar or the swinger noral [oo ats yy + 2waty + AW) x dy and apiation of 29) aces this to Malt) I~ 2ALALH eipiag + 28/ATAL~ 21/AL) “LAR Caling the loach of ht Kz) and wing infie sums for — flog In MUAL tnd = 211'AL) Sarto thos wad fo deivng (0, me Kell) = SO“ eie) wUALy + aw + 20a § 2eALYLAL, = MeaAL) + ean) + Seavey tian + W(W/Abyin (0) Now V-= Lt and 0 WMUALY = VAY forall pote itgersr; 1) AUIUALY-UA = VAY « ald tae con WAVY VAT] = Ser waar s warn ence he th cumulant Ax th coeff 7! in Key 8 gen in (5), Note tha although the inal denon ofthe mp isin ters of [where V= EL the fiat expen forthe cman dpens sot) ton and ovata on Land hema tothe eval for nom-agult Vt There hat ety een peor of theorems inthe tear onthe {torment eral vee fog Ra 52 Good (198) and Sige (1963 Dest hn ie oly oe ere. tht he appears to Be the mos genera Hylton homeozenco fom central pdstibaton ith deter of fem t(AN] tad nomena parameter HA + hm VOAn # fan ly @ (e+ Amy = (An + AVY nd Gi) Ant min + d= (An + 4m V(An + Hm) This theorem stakes from Rayner and Livingston (968, Theorem 7.2, wo gies proot Rao (166) ae Seas the tp OF the many ‘relies that canbe eabhed we mention Bt thee Castiry 51 (m = 0 and d= 0) When x is Nia ¥), wheter V be sings nosing, x's eAV). ABH ony (@ VAVAV = VAY, (i) WAV = WAVAY snd (WAM = AVAL Cnotry 242. (m = 0,¢'= 0 and w= 0) When x i N,V), whether Vie ing ornv-ngula2°Ax thay and only iF VAVAY = VAV Coralia 23 Theorem 2) When V is nonsinglethe condtons of Corollary 2 rede to emporency of AV espe the conden of idempotency in Corollary 2, when V snow: sips, oe mst nor conclde nthe hor Corallsies 2 and 262 tat AV is hempoten fort not nesenaly 20. With ¥ bee Po VoL ty Lemma) and LU te nonsngola (oy Lemma 9 im Se 8). Hence oni occasions condion() snp, aad mpc! by, the hemp ‘ey ofLAL whichis tum neqivalent AY baving tla ooops! {50 0 Bu, by Lema 9, nly when V tania des ths condtion "ply the dempotesy of AV. Thi the sore of theror inthe eet) tendon vem by Rao (98), which he ater core, (198). The ame feor at it Good (1949), and has ben coveted by ‘Stan (1968). ho Sates tat ood (199) mnguoes Shanbhag (198) (Soin AN cape flowsCleat, VAis ot idempotent;but(VA) = te VA) = Land the ste ote “The mati V cormipands {0 x =e, =) (e+) a8 «rll of AR (6 4 25 + aL bres + Sean + een = db conte y= logo). Ths AL — deh cry ated Blt = wCVa) bl whee the dpc of resdom are (VA) bat VA Hm "aemgorent Theotems lating 1 independence properties of quadratic form ae tere! onthe war of Kha (96) and Good (190) The one foe te Independence os quate ands nat frm,pualcg Theres 3, tems ffon the folowing ret gen 6 Good (13. Theorem IC part Gi) and (Gop: when yb SHO, W) then yPy and yar ndependent sad oly f WP Ig =, and py and ay ae independent i ant only i pW ~ 0, ‘here 3, Wien 3s Vi, the AR and uae independent and only FBVAV — Oa BVA = 0 Pru Write x= w+ Ly wher ¥ ~ MO) aad (ain Ler 7) = Land apply Good's rests 0 WAL = YVALy + 20ALy + WAR ont Wao by +e rhe Wis any sow of B.The neces snl licen condition fr he inde Gibeoqevaer @BVAY = O;andot (a) Aly and Lys WALILD = 0 hola to BVAp = 0. Hence BVAY = 0 and BVAR = Uae the ness independ and ony md WAVER =O, Shana (1960 point oo at Ais nom meptive df ths condions reduce to AVEV'= 0 and AVE =~, whereas if both A an Bare non tegatve dente he sok condition AVB = the sme a when Vs non ‘tear Tae above God (6, Tore 1 (oe, a eee permuttion thet; Shanbhag (1968) pnts out este, a ‘cknoniedged by Gond (186). The cores comion We VAVBY Proof. Apptation of Goo’ theorem yids prot to Theorem the same manera does o Toren 3 (ae Execs 19 ‘Theorem Sof ec 5 prralation of Cota’ theorem. A somewhat simi peealzaton forthe snglar normal given by Shy (199) Taare Se. Let he following be gre: onder 1 SMV mt Anka 10) Vs ponsingaar, oi GV singular and = Orit i Vie sings, tis not mcr al nd A, pov sede for f= fen te four propositions (0) eAa~ Pek (©) he xAg tay independent, 0 ean) ie8. EXERCISES aor an sy ht ha pein pnt dee oe * Say frcow tnd sang ey nc te ND ecto Othe td ole) Sages of reo, show at aL(\-aea) -'] ean nko exit of (oe: tn cern mas of vane 1, Using Hemet mars of See. fe how why Sie, — Ae! hana aki ese te deity funcional met fe sty nonce Fsrbaton Painter Wen xt, ie nity non, prog a sr ‘eon on cod at ne? cerca es When xi NGI an yi Ne D a te comtion ti tenant Wn xe Ni Vstow, wiht ing There 2 that's af) Bere Thin Cece poe tha at ys NOR, ¥ wh Y~ cet, dr what condom nb/QW sabe ‘wen easton to X30 Sy, nh UX begga? nh wo a ft hae om oe (90) a ix ~ N,V what te nese ult conor Ax + Net ejantaA's ha tot ndepondet? What ae thaw coe whe Vines? (a) From dri he eh suman fh 2°, ib. {sng yr eto how ha my eet oe RIVAY A EAIVAY“In 201 follies {2 Ser tat atone mpl a ied)CHAPTER 3 REGRESSION, OR THE FULL RANK MODEL, ict A purpore ofthe nonlys 10 ae ata (Ober values of te rai) cama te form oh eioship. Am example woul be (0 Shea i ext vhchs muted come aed ts ou of year o schooling he bad had we would expect evome to be age by {Tha fora man faving = ya of choobg we would expect hit an nother isan example of hatMakin ivory and in proctce Prom the orice pout of view Hit ‘aitemateaty wtb and in pasa appcations of wae vant has ‘hows ilo beef gst vale Furthermore, many modes ht are apse Emiymowisar can fen e earasped to bee ia form. Moreover ‘thie compaing demands of Uacar ol aaises can be eens thy ar “yt prom et ad nol compare making uation (1) te equation four mos, a ths cse the model of how expe income and yeas of hooky ae feted. The equation inthe ‘Tote mds etor pats bane ye oe deibed. Stace the model is ‘Rinting bing cote, sand beat sever te known, ad he Bs hat ‘Ste done sto obi estan ofthe from ss, at Which we ast ‘Zr random sample from some population t which we conte our ‘Suton pin The mode! rote caed a eres modal nd ce ts ‘union finer the rpreaon is ore core alld aa een ‘Theale dened by ie sal aed the depnden! serie, snd is oueipondingl called a independ erie tn ging dt, the income of every man with «years of cooing il sot beat +b (with ad bing these fol es). adel this {ces sendy recoguand in the weting of the eguation of the model a ig) bere than sty = 2+ be Thus Fy ithe acme fora mas Fj of scoing me wee By) = + bx ® rhe Hy) mothe same The dileene, 9, ~ 2), ees the evion ote beret fom iexpected abe By) ans writen 209) = 9-2 ~ be ° which we now take the equation of he mal “Te devauon «defined () repeats the een 0 which an bere 4, difers rom i expected aloe fig) = 4 +B” And gunn @). Lao apy tore of eu N obeteions nope syy Tas toe incloe a mans of acteances feenen cated ys and he expected ales, for eagle, they inde measurement eats in y (is ror oe mpht not be exactly what the mas icome 4) ad ey inte ‘Shcences inthe mel iaell—the extent 10 which «by Ft ot the man's income (rurabls ether than yar of whosig mht alc the mar ap, fr cumple) In this way the are conadered taboo, tn onder tocomplt the desition af our model in tee of qestin 8), ets of fi + mo be pectnd. Conary orcas ae that the espe value of ero and i vannce fra (and to ‘anaes Between any pais of ea ae, Tas Be) =0 6 ss ebvou rom the dfintion of ein 2), amd Me) foal Me, Hell Bee) = 0 fori uations (2)-) ow conse the ode! Thy fom the basis of the recede wd or estimating and ination “Tere sever wellsecogazed meth tht aa be wal for etzating 4 an48 aS) The et eu) wetat o a ea ae tion procaareieven a many standard attic ex, ‘east suare eimai cre mina he sm of uses of devi: ions of the observed ys fom hr express. Ie view of) 8 um agua enfa-Su-ror-Zu-e-rot — @ Atthowh «and are fed (ut uektowa) vas, tw for the momest thik of hem as mathematical variables Then thon tale of them which smninize() we ast sae estates of and They willbe denoted by dad. Misimaaton off) a schwed nh nual master: frente (@) wth apt tow and band eat he fleets to 0, The rung ‘quatonr are writen in erm of and b The aout for # and Bare he feet squares existe, Ths fom (8) Heya = 23 9.— “2En-Ne-b30 and cove) = He NeW = 2 Extn — HAS ny aE bE (0) where summation are over for {= 1,2... Egat thse zo {td weling hen toms of ad pee NO+bZumEo and ALatbEte Tan. an aig the dt notationFee atere ao ad be my. — bean as) a neaeete ‘Suppor ina szple of men tat heir icomes (a towsands of dolls) and yer of ehooing aa flows From (1) the equation for obtaining @ ant ce SM4U= mod 454+ 56 665 and fom (14 and (15 the solutions ae s65—s0914 25— 59% Hence the eximated egreionegunton, correspon to) is ere represent yer of whol ad i age Th forthe Ah nin er dt, eho bes adn Joao holng ad tea a, etion Then the competes of equation reprstid by (16) it Mite wih 29-0. oo nein to more than just 2 varie (or 3, incloding len. For # fs) an yan defied a atone are unchanged. Eston (1) i unchanged alo, ( eprocts he mode no mater bow many verb thee a, long they ate ewer in number than the suber of cbseration ls uo steno protien)Complete pefeation of the mel dem tat tition properies, Heo tnd vale) = Ele— Hele — E0 0 An exc fom ofthe dstbtion of the mento e wil be pei ae, ‘hen iypobess toting and contence nena ae core, ‘erin of thes ue etror eb fedcws the ae prcedre that we inestabishing (i), eae inition ofthe sum ager of ‘Se obeatins rom th eset aes Samia (8) i oe, ‘ith Be) = 0 of (1) and hen Fy) = Xb, em by ~ Ay ~ Bi =~ XOyly — XH) Sry my +R Chocsig uth exinator B tat vale of 6 which mini ¢ iavoles ‘iferentiting ee with pesto the cement fb (Sal (150), See 85 Fee enample] Egiating ee) to ero snd writing theresng quan terms of, ne Bnd that hse equations are xxb= xy cy “Tey ate known atthe mara puro Provided (XX) ext thy have the auc slton for = crxny ey ere i where the desrpion “fell rank ode” apps. When XX is of flak the woo of 0) fr Bean be writen xin) Ono the an SOCK Goes nt ext alton to (20) mayb wien fem of «| tere inven of XX Thi the cs of mol fal an, whisk Se thee opin Chapter § ‘By the ore of X shown in (18) XX i square of oder kwh ee th ea of ata roc ue ofr = Be Leet os Dae] Ia Ean! a ‘Thus Xs the matic of sm of quae and pat ofthe observed sand XY isthe eto of sums of produce of te obeed sand ys Fertemere ices = [forall I. s-/Mand eate al uration: ae over ='1,2,- 8, Beg = N,Zegta a and Seg e 9 Hee Beate Eeate Beko Sata 2 re Beata Deate E {Example (cotid). Sopone in the previo example the ae of te ‘nen sopping te dat ad abo tee saab, flown cm “Fay” Soa SaatVy=89 and aN, OD "ithe solien can sow beespesed at a -[n alls] Ug th oie orig rion yee mai ei PE ETE] “Rie steta ad =5-40 e [Seete Zee Dak he mate of sums of agar: and products ofthe obered sata Second y the nts of in (2) the mates NES in NAR = (NAR) for PtH 2 ook sete Me) for & sofa MEgE) for ng = 2 Hx, -40 the mix of tered expesed a deviations i their mea, iit s-9r, «o {Sin 00 athe mart of corcad ms of squares and products ofthe Simi, te ote em in 38) nr tas} fo pata xy- nerf the vector of coated sums of produc ofthe ands Hence ju a BL RK we ens new wre hom dewey a ‘This te invert mati of crete ums of quae and products of he ‘a peoanpving the vcr of crore sume of prec of ev and Putin GPs Ragen ty heg—te « These rey, (1) and (4), ae the fais exprensios for callating« 25-509 1560259984) _[20 ot 8-[oo am a0 s00) Ln a} 1[™ -4) emt ] ca Tm ials s y eae ” 200 — 51934 Therefore, on absiing i com mancnit 1)-[72] tet twon sn] = Detain of in this manner des 20 apply forthe neater md hick contains no byte: For then the peritning of Wary] doesnt Tint bi iu the ss of te fs comesponding tothe haces ant Ny ie Based on uncometed Sms of squares and produ a replied 28, Incesning the einatorb = (CX) the peious esti we ite scoped the let squares poser for doing 10. This ie x weary fefeence ne tumare oe corumoe metho of etimaon Sadar cain eqn ed saumpon Al Tow pocdurs se tu Ts ives etooning bas the value of b which mimes he sum of squares of deviation of the oburatns frm We expected alas, Le choos b as that which misiies $y, — Eg = (9 ~ XByy ~ NW, method ives miiszng(y ~ XD/Vy XD) with eect to BTR (lec, when V = ofthe peered and the oir es square pater ae te same b= * Maxum ood With nt square etnatin o tution mde abou the Form ofthe ‘sbi of the ander train the el, he ems represented by With maximom llibeed esation some srnpton mae stout SSsubuton (ote tat is normal andthe Skhoo! of the sample ot bervations erected y the data hen maxinaed. Ox ase tthe {fsa poral tibued wih sro nea and varuncesovanance matt Te, eG, ¥ the ead Lo (24 VT ep (—Ky ~ BFVG — XB) Nasining is wi rect i un nig 304 £10 = 8 b= cev-axy te same atthe perl let aque exirator AS befor, when ¥ = 1A, Bsinpies to 8 Osi then in ating of baste marimar iin ‘Stientoe ve do soothe aa of anuming ¢~ M0, Teo webtnows point are north emphaszing about tes estimate, Fes te eo donno atom optobe same einuor, bs genres est sare and hi acs oe tatouy last are etimstor when V = 2 4. The bet na mbit estimator (se) othe een of the parameter vector bA Toth etiatonprocedte The thee carctsae of he etna ahr! ntti lad to ie denvaton bear 10 be ae funtion of the oberon Let th etary, wheres row wee of ere N. Then 3b wniuely ‘Stcrmined by te ear two characteris ofthe defon, stall e "i inbiomdes: yi 10 beam vobied etimatar of CH Therefore Eb!) mata €¥: 18, 2D = Ch. Sic ito be ee ral ax=e “6 (i) “er mtr: et” means hat the asf ear, unbiased smurf thet” to be he oe hat has nina variance. Tis {Behe cetenon for ering Suppose org) =. Then 109) = XVA, and for’ tobe“ this sasee mua be a minima: te, mcheee to misin VR suet 0 ite ntti that 2X = dred im (6). Using ara vector of Lape Imekpers we therlre minnie wean — wor with espe to the cements 4 an Clety 2/20 = 0 ge (6), and delta pe ” Vex or anv since Vex. Sabian in (46) pie € = 2K = OXVK and so O'S cv NY aed hee ¥ 0x = eva ” ce the blue of Ci COCVR)-Vy, and it arin i Wolue oO) == AVA=KOEVIE, cn sbatating for from (7). These ea ae quite pee fom amoog 1 sstmaors of that ae both nar ad uobned the one stig aye Ryle mato ane os Unbiased euimators Thus he ble af Div ungee fo given a, Fosthemore hi esl tre for ny str € Th fo vores ves Sy tebe ofpbisp(XW'R) AY 'y and evarance pT), {ds covaranet Withee of ou pV 9K)" a ay be realy ‘Seppot tat esther ff Then ab i the th slenen ofa he be of Pi u{XVR)INV- the th clement of (ev) Vand variance VX) the th agonal tn ‘OF OEW"AY Ths by tg ei tra, eack ow of, the tue of bie b= OCR vith var) = ceva) “This expeson for bi dential to that ven eae, he generat seas Sghres tinal, the main Iithond einer tet normality sumone and te Ba areal he sae, Tt wus showa above tat b= (XX) yi the Blue of Bhan V = Te More pneralls, Mero (1967) has how that athe Ble of beet Y= (= p+ ple for 0 < p<. Ts form of V demands equity ofvarancs fhe ad equity ofall covariance between them, ih orlaton betwen any fe 8 eg peal p= Oe the cae V 4. CONSEQUENCES oF ESTIMA Properie of b= CEX)X'y and comequencs tcf are now di cad The tepc dakt wih this ton are bed soy onthe two Proper v0 fr aided 1 hat Ble) = @ and vat) =e Th nest Sect we comider dotibutonl propre, tad pon the farther ‘Seumpson of nonmalty ofthe x; Bt this action pot made hee The gon eas rate) = Vet ply to the eae oe Se 8.8. 1 Unies Sioce Bis the blue. of 8 for V = of i unbiased. This can ako be 2b) = BER) Ky = (XPD ‘Thus he expected wae of bi and 40 bis wnbit, acini #ytccutar se wot ne oremWith b= APN its on (x ot bi b= HB — mbit — a ENA) — BY ~ Ear RECRY The inves mir sed for obtuining b therefore ao deters the ar cs aad covariances of the emeat of val Bs] [UN Rare —eeraye ence vad) = aye, a fh) = oN + vat = IN + BED and cont = = 4 The estate Ban be wed for eximatng By) Anos tthe mode vt BB+ bat + hen Bia = 6+ Bu t+ yh ¢ i the ated ep of corp te at of A narow of Xin (1 nich es (fa hennt of Ch. Coreponding i= xs slliy9) = xx “ seg) = xox 9) (On staining X-=[1X,} fom (3) and wing of 69), his eee to val) = Conon + van =n + eure. @ Conoponding 102, te expected yaa sy) etinated by 26) of (3 eco oe ae ett 8 erent tat aval prediction oy, whch we sal call, 9) = Ths “cand but apenas ober corapoding oe By) evrsponting fo. The Het of these wes romps ig Tow so fur osreaton 9 asi shout i predton y= 3h To thr we comer the deviation of 5) om han —tba xed +6 tts an chron obtaned idrpendety of tow wed in derbig Soave Bande, teg independent td 30 coh) = Hence sb — Wx, +e) = AAT, +A) Shrub Gwin vroe 8%) 144 sla fo (9): ad the eit Tae ofan starvation coepondig to 5 ithe same vale, 13 =f (Tih the vance of devin of vanes Gorrpondig to =) fom hs Fests tig [f0°3) y+ of 6). Thee ree a uo 89capested vale fy conrsponding wo the ett of oeatons 3: fai—mh @ The vector of dviions of the churved ys fom tir cormsponding yo$ay— Xba y—NOMXy = T-XOATAB, (6) ‘Note hat the matric ivoed ee it Semptet, fact that gts wed pel in he eed, 1 XCXX) Na symmeti and idempotent ry one xo © The sum of squss of te deviations ofthe observe y's from tir conse eapeed vans wealy Haowe a the residual & ere sum of ‘gure for which te symbol SSE wil be wed. Th se = $.- 4 = 0-0-9. 66), This wl be reese toa the sesame of sures combining he {adtonal mane “ror” wih eda” wih perhaps Moe SPER Sy doxipen in vow of te Snion open 8 Ch onpetagpoctue for SE nv deed fo subining (2) ito (G6 and using (6) so 65, This ies SSE = yl xOEXy o ayy — FXO ays—8Xy “ vecase b= XOX). Tb comes for for cpa SSE Pyle he tut ume quar ofthe oberon, and BX i he Tn trode ofthe elements of ie saison B with er oreposding ‘nerf ot eight had dX, oh egton fom which Bs deed SEEPS Ny Note tow, tat 0 Gnctng (68 hoe pt Jct de ewes ut be ecto they arte normal onions, Tht ‘ohn solving XX = X, sme ol fh eto ae amended by tea stone common nor ht nat the hand ie (reenter te ve ud BX of (65) bu the XY othe ting andy ca sho be ta [84] sens u-ee | ry = NF — oy — No @ wry—tes, oy sere yy denote the comet suo gues ofthe y's The orm (0) Seat tlogous to hat of (6) sed equ not more, wel for Sempting purpose: yi the coreced nm of sgare fhe 9s, and Fy i te etm of ole of canes of he win vith the ore ‘onlin lena ofthe right-hand de, ofthe equations from which ie deed mame aT = By Note thal Fy = Hy Becase y= Fig— 4) a04 by GH) and OTC ating he ena ero ance a (7) SSE wetter ab uadati fom iy SSE = vit ~ XarX)X Theor, with» tring itsibed (XD 1 the expec ale of SSE [AISSE) = u(k— XOCXKT +9 =r — xxx == 00, om ising (tard (6) and the at thatthe ace of ay idespotent mati ul tak. Hence au nbd eimator of oe XOX) Wan) "War sing + foe 130th rank of X. Eve though ia thi fll model rgreion| oo ‘eto wile etalnd 1 eps that itis the ak of and ot jst {he uber of sarabl lobe Tease make or ease raion tthe ow fal rank ue, ohere scat we 8), 1 rtnig te tals of paresSo ee eve aan tay 5 in (68) and (6), The dierece SSR.= SST —SSE=BXy = XXb= M+ Oy represents that portion of SST ainbutabe 1 having Sted the repression, Salvo scaled ten of ares deo reqresion, SSL sao cen called {he vedanta of suse. Tis parting of SST ext be vrmared "naner taser ea foundation for developing te radional amas ‘of arnsce ble ssn-bxy (bah = ant ery rc SSE = yy— Oxy y— saat wtev ae Now mppos the model had had no sabes in i ut had sly ten sun howt talesye by + 4, Thenhy would bef and SSR would cone Sip Ta we recog she weal srmaton forthe mea, wich sal be SSM = Ne. “Then in (72 that SsR= SMH eEy snd so we can cal SSR, = SSR—SSM = fry borat the regresion sum of equares cored fo the me.I this way 72) be ssn, = fry trae oo SSE = yy—MP- Oy sst_=y9 SST, = SST—SSM = yy — = yy oo SRO) ery SE = yy Pray ees os, “This formats iencal to that of (72); inthe one case, (72), ancorreed two cases however amy SE The sma shown e (73) he ass of he tradition ana of vr soce tbl for Steg lear tegrenon, Disbationl properties of thse fan of mene re torte Se 3 Mati coalaton ‘A eae of be goodness ff of te teresion ithe mult cove ton cont, eimatd a the prodict moment corehtion Retveen the heres ad the pedicels Dested by ca be eaulted 3 B= SSRISST inthe noimerept model todas REE SSRISST, inthe inteespt model 9 “This me now show Ts he no intcept model the mean $i gored od the product mom correlation betwen the sand etd by pa ad _ ot a TAH WD With $= b= NOU) i can be shown (ae Exec 18) tat (7) To the intercept model he defaton of is IX 94.- at PSG. 2G- oF , 1 singing hi rpresion we weind with y9 = 2 yf = 1,054 nthe bi data, fom (28) and Xs es Likewise, wing the form given in 0), SSE = 1,54 ~ 414) — C20 ~31 vl = 1954 — 80 — 62} = 1} agai. nits —9 #595 From the caculation fr SSE the summaries i (72), (73) and (15) ae a8 showin Table 31 Fromtbe lat of ese Re SSRLSST, = e247 = 34, Ee OD Cx Sen iy Se = SST TF sic he lig ed intemal. Wee & oie ‘Salto fe wed en ere date te feral exnion for oul be ‘Sujet atnouhoc win tr SSR shown bone or hat teva SR Sah ne ture ml Th fort no-cterco del for ese tate Sint equim orband X are gen in (3) ad 10 Fos ssn = bry = (12.65.10 14], OP] = 40824 Table 31 The conespoading value of Ris cept mode ginen under (73) in isan property fy an funtion of follow at onc. a pasicubr, the diotions of bof and varios sams of squresare ee, us 4 isnomal Flom y 2 X0-+ we hve y— X= eand erefoe 1, biemoema aes 1 ea lar function of. Therefore (xe Exess II of Chap 2) iti sormaly date b= cex xy ~ am CI lag shows that ial nocoaly driibutd, with nea advance pen in (and (3 aera ry ~ Meera, ead ate inepndet be cxxpxy = SSE = yl — XOX. But, (6) (exact — xe td, 0 by Theorem 3 of Se. 25h he sass b and 6 ae citibted ‘nceprseas Sob hn drain From (Gh SSE quadeteiay: SSE = yIl ~ XIWXY Ny = YPy 8, Now SSEit = yoy, and by (6) is empotent; andar) = Throne (HP enpetet ands, eo Theor 2 Cape SSE(o~ (el — NOUX) XT WATE XCOPYseh SCTE a hoe erm ne rnin el a ee joe yeti ae sent of SSE a SSRje~ 9 ARIK) WR DEAT NDA . Sse (URBAN mee) sop a hry = bree enc, because if can be expressed as y'Qy where not only is Qidempotest ron = Sey ranean) ry =! WFAN = rke ERA 6 Under ean alps he Nonsenaty prt in 8) ‘rth sate fo eating tone hypothe, Ths dicted beeen Yeon G+ SumofSqare Meee Sure Fait Inde mean gure whch ret gure dived by degre fede the cakulaten fF is shoen, Thus te anaiyas of arene ablewe Sa Site rns Man 1 SSM = NE MSM = SSMU FD = pot Rare Reidet N-r SR ATOM MSE = ta vst 99 11 Sigg Ste 1 entation vara (0 tn x maar similar o Table 32, (73) and the Frain of (2) and (83) seman i Tale 33. “sad the treed form of hit, el cn (5) and showing aly the calaition of (3) as shown in Tele 34 ‘Sis 32,33 ani 3a ee summarising the same thing. They show acne of he com am oy ta, ee 34 ‘Stnelgh tthe form customary sen snot bce the mst ae ‘mate. Crit on tat scot go fo Table 3.3 which shows how SSI (Ta 3.2 (he befor) pond ato SSM and SR, the repenion anus 3.4, svatvsis oF VARIANCE (CORMECTED TOR THE MEAN) Sime att Sur Shee Fate tinpy abonnieren of Tel 3 wr SD peed hbo huh fab 34 doer ot tow P04) = MSMGE, W bene Deut vometines hae x characerisicthat thew of #scommapondig to sever’ ae te same. For example nth cae of laborer expt {Pade fr 9 aire y-obsereaton igh be 6,1 9,620, 38, 75 nd Le, 3seabservaton of 62,2 of Oh, 2of Mad tech Sand 7S “Thos ae called repented Tet presence provides pariningo SSE {ato to terms, one of which epee ack of of the model and he ‘ther mpreses "pure enor” Decripion given intern of spl re {ess involving on svarabe);exemiomtosevera =x raghtoneard Suppose sane arethe pds alert he wy, whee oes in he dta tne, Le with m pales yy for J = 12m td for Fatdes-vp Foralli;a > toand we val write Then idk deges of freom, ca be priond ito ser 3[Be— na] ota page tren meme Bre wtp aeration isan estimator of & SSLEF\(p—) 4 mean sgare due to the lac off the model I provides et ofthe nc of ft by comparing Fp") SHEN) run = pio Fay Sipicance inate nadequacy of the model Lack of Siebeance ideas Draper and Sn (1968 50 apy put “tha hereSIESSuion 2) proses poked tata fo Ful deusion of at ror and nck of fae tobe found in Draper ad Smith (1956) Testo nnedntly afer (1)-) the commeot was made chat hose rls ove s with xisti fr toting ypotees. Ths we now Husa r "i oro coiderson of he geal tier hypothes i Se 6. ‘Mifn Tub 32 the sale FUR) ns shows (0), dati ental with noncenay pcr WXNW20, Thi aro wade te Sa bypometsff- b= 0) when (hen bas cal itbation Fy Tand canbe compared fo beled alu tet totes ‘potas When FR) > tated Fy, atte 000% love, wenjecthe mull hypothe = O;oterie we do potest t Apopot Tooting he mod Eb) =X we ip her ny, boreminge prs om Witwe (959, tt whe Po ait he oneodceo nih his eoumpee’ of teed eth mae oun fra Sim pro of crt he arn Bat his dos pot mean ht {SE tose Torte ptr et fw ocean the most sabe eed hee ay bea at fe which ae spac te ‘hot, rth maybe fret wih whee eda embinen iviome oral fhe aready wae guia eter ban hoe Tiredy wed; tre ay be Soar octons of tse #5 a (cites stbie wie wa nl Non of how cosngrces coe ‘iF eng sgacant ond be cong svc at het Tons eel 5) = "Th ncoueby parameter the Fac FM) of Table 3336 at (wa (URDPaNe! For he momeraar fs expen, 1X0 = 179) = 119) = BIND = NBD. ae isons parameter) D i onde thetypebenm te EG)c Th nF then diate Fn souPte e wad oa He EQ) = 01 FL) en be ede tet i Spots athe expected value ibe mein of teed’ ‘nian nupecnto for pores “tsng he mean” somes we loci the test and on LA). Egaley, (AA) has the is tion ih N= dees redo, brae 7a = Nee = WE inthe aus of serra {y= be The redaction ism of wate or tig ths model SSN, tnd the centrality paramere (2) then M2 Hence PUM) ca ‘ed fo tt war the model Uy) = y acouns for sarati ithe yoaible hang atest based on FUR) we ae ttn the hypoth as, lncning ty are simulesculy ner Howevet, forth mall hyputes Hi: €= Wie, that jut the Bs comenpncing tothe stable ea, ten the ests asd a FUR) a Taber 3 and 34 Ths se ben, oe (5), we seethat te oo centrality parameter inthe nonceaalPerbuton (FUR sro ander heal hypothens #0 inch case FIR.) hs Sena Fion on 1 628% dag offen, Tas.) Prove tt ofthe bypotis ~ 0.1 FUE) sigan the bypass [Sree This not to be ake a evidence Gat all clement fhe new, but ay th at lest ne of them maybe FM) ha st bec found cat thn FR) being pica iadates tat model wits te intense move the asain ithe pra than oes he model Ey) = by in ie Fl and Rar ed on neers SSM tnd Su it areas thw ener i Be. 3.5, asta Indpendet. Thtfor the spice or cterwise of Ff) enor FR) Inependent of the ‘nerator sum of squats of the ther, slough the Fs themselves re tot Independent Secu they bae the stsedenomiaator mean nar Con ‘deraton of ignance lee for both FM) an FUR) thor ese ‘fsmaianeoos sisal fren, tpi bye th cape af ts took Tei el wath mot lly by Miler (196) We cotnwe to coc the sig ‘cance of FM), (Ra) td etenios tera, howeve, ignoring the sh ‘tansy protien, avg hte tay acknowl! extn, ‘The che ofboth FA) and 7) bing gents dace above; a further pouty sapose FL) ino sian and FUR) Tie wo eevee tat eet though E) might be aco iting he's does ph ‘vation fe the parable usustion when tb might ou whee the srvrabe can hae oth pote and neptive vay, echt wight gin a tect, whee some gm my in at elon ena ps 1. Example (contin) Using the summa showin Table 31, the anaes of variance in Tables 32, 33and 14 av shown in Table 15. The ft part of Table 33 shows FUR) = G4. with and? eyes of felon, and ve the tabulated vale of the Fyydtbtion i 1 15a the 33, keel ad UM) = 604 > IP 13, ‘recoclode tht th ode acount fora signa (the level potion$e 1S nd dog of ron on cw a) = 10> treba an hh 0 cert rst nite te ine the ean st ow tho helm fue bat hsp _ mpl th Pts on N= rds of fans spectively of the yeti ch hak for t~ tye Then Pb Bip a eNF SHS Bp iVE eigen eepromsa ptt ng canbe used in) opie of n-ne trac: pa whee Gayt( “eH da bs ad te interval ° Tabs vals of ofr vty of au of tf he Append Concentra foray ar combination of he's ty, cn be cstalhed in ke manner. Te tpunentwochange, excep tu al Stags ivan ae epned yb asd q respctive and cele by TORI) 40 Tus the yma condenser for q's, om 6, Bb OTH oo pcp vi Ne Techn Gh be dlp hs th timate: of Fa covering ban xh by 24 DOOR, 09 thdrstosine foun Tube 34,35 [t x)and 3) bees Af ho Save the familar exprenion (Stel and Tose (190), p10 fr the com m1 cel ting he vals of fence iter on Ei mpl eres mo rerio vales provide te enomaryseieee alt N 1 Bsampl (cnn) Conface itera ny il be caused forthe example aud eer, 1 somaynmetric interval ftom (9) and symm nterval fom 1) b= son = 208 trom 2), nd (4). The in) noeymnetic conden intel for b, 208 — 03971) 10208 — 0826) = (423,508, 9H) tis qustionabe, ef our, to whi kindof situation wou reasonably The cumple daze, howe, how sch intersected nd doing emphaie te inprtant act hat tera aby voc rae Deca the ae any tl fs ad teen thi Salty (8), asion 8) ivapproniatly MOI) nnd on ding vd Sh that PeS'Stcl=t—« fe MON) 62 read re san Deusen (9) inplace fy ra. 2 ty a IO pa, whee Gayt["eH de = is nd tetera i be byl 6 fora vay of ves of jare availble in Table Tassel vaso sf he Appendix ‘Consose interva fr any near cohination of the, qb, ca be stablabed i lke mazners The argument ir sochangel, ep a ta Stages band are replaced by qv ad Breet anda read by {Ex 4 Thr the mer conbdence eral Torah om 03), 1b diy gOS 69 ithe pling un wen N= re Te atin (6) we veloped ch asthe einator of Fi) cormponding te te tof tnt Reso (8) now provide conkdrece terval 08 xe namely wh £ by STS, 69 te case of simple regretion involving only one sate (where k= 1 "Tesi the fontote to Table 34), x, [1 me end 3) becomes “Hea de TE w af") al Na Eel which spiro $4 He nay Nv the fair expression fe, Stel and Tome (1960), p17] fr the com Sec teal on £5) n+ pe ein mot, Potig he ey forte npeaioe lar = 4 be N 06) Sane ieee intr Ie hspng wk the variance pes i (61 the tolerance Ineelsomee rm wig XXX). 4 1 sstead of CX), in 3) F+ha— Dabble, Example (catied) Coafence ines by wl bce fr the example we ete, s nowsyeimetic eral fom (9) and symmetic interval fom 01) For tot we we b= sit = 208 som 28, pal oa Via2m mt Nora? 2129144 = 019 from (46) and (44). The in (8) nomsymeticcoutdence intel fe 208 — 240 eV Ww 208 + 240TH = 208 = 019 50 1 208-4 08 nae. GT From buted vals fhe stb, eg, Vope and Norton (1957) Pats -39= 004 and PDT) = 001, so tht by (8, for a = 005 9 in 7 the confine interval becomes 208 ~ 08971 t0 208 — 01%-36) es questo, of oun, a to what kindof tation woul reaoaubly The camper however, how sch teras an bec and Sin epithe port ata ha may hint ithe opal propery that for vee Nand’ it ee ira of0 meannssion. pa wow vr 430} = 002s 208 4 24,4 = 208 + 089 Th ew of iin 195+ 59174 strat te gh of 6, THE GENERAL LINEAR HyPorHEsts * spelatne often bonds wih fet tins oft nf ity ng a wpe Foe! hyptoms of pres amet ar) Be Pps {ha al Cements of aso, GDH b= hy te hyp a = fori 1. 2-rk tes hat uch by oe to ped vay (ip Ws ~ metas cmtanoon of teeta ot ‘pee consent (8) He b= 8. hts ote By of he hen (eine to te tan einer ew Ipod vain of them spp, o be sure, to ie mark (genet fps mechs, wollen a oe potas Can handed by ove evel poire Spec piss ach hoe itd sone te jut specif rel Pde Th ptt oer er sect hte rem tt seminoma ec Tike eieeientiony sore peter age reer meth ceninan Seog naepeacc Forres ap fragt Zeca ss en St emus er retire as eet a eee eee >» nah oD, be coxrney tad bm. cexyo8, Trerore Km ~ MIR mm KORN) Ket ene. by an applation of Theoren2in Chapter 2. the following quate KA — om ung (KOVK)"R}" asthe mak of te ena Palunbaton it = Ob — mR RI Am Hen it~ 2K mR KRY — mye gs) ‘Theindependenceof Qand SSE now shown using Theorem af Chapter 2 Todo in we fint exes Qand SSE a quart ores the mine So ‘ally arbated random tari soi inaly that he ine ot KOCH) sue in 99) exist boause Khas fl rw rank and Xo ‘sme, Thea, o eplcing bby (XX)"X, equation ) Tor Qbocones 2 = ERY — MPRA KRRYR — wb at bec Kas il ow rank, (RK) exis coral of Lemma See 22 Therefore KOC) ky — m= KOHN — NRA Qty — XK IKK x KVR) Ny — KOE) ov conser the ero sun of sues SSE = ¥fl— xX, ‘Became the products XU — NOX] an (= NOCYNTY ae both il, SSE ca te ewes at SSE = fy ~ NRK) a] — XIN )-Xy — KKH) 8} Both and SSE have now teen expesied as quadrats it the vector = XRK'H'm: And alough we seady Leow th Qo! at SSE[= NENA) AYRE = 0 Therefore by Theres 4 of Chapter 2, Q and SSE ae ditntued inde or 7 1 = seq am ® KOXP REY m2) (00) Mee MO) poise he pos HK =m Toe F nn =2 eee a un * Tt mut mae cepa aps Ss ‘fut More ona ea en The ny em in RH ta aes 1 timation unde te mal pete their of banker nel yp gh opel et The deed emuor, ay, realy obtainable wing coried lst quae Tan b Sted 104 ‘xbig A) bp Comma kb oe 9 — Xhig — Xb +27 (KE) il epee te lomet of and 9. Diretaon with respect fee Xxb pda x’y ans Khon ™ B= Cexy Ay KO) = — cxXy on, 6 = moexr-KPa — bab coxa Teving ths eine unde the poten we now how tht he come sponding eid wm wares SSE + Q whee Q's the tue oes of FU te Ft wt ge pee = 2h} — XH) = — b+ XO — yy — 2b + x4) HG - xy 1h + G—bXXH-H GOH withthe ther terms vanishing tease X'(y — Xb) = © Now fom (103) $= = cena rx KIO — 9 = xbj7— x8) OER) RENO) SEDO) = SSE + cb — myCP) =sse+0 The pretngexremons for RU) and b nly (01 nd (10), areLi's Is dempotent. Bu, moe Import the progit of the {1 NOC) NTR KI OER OCHA 0, Thessfor by Theorem 4 of Chapler 2,0 and SSE are dst inde pendently. Hence o! PU) sq APN = 700, = mT RTIY nd nde th ul hypothe H: K'b =m PWD ~ Fas: Hence AM) provides tet ofthe hypoteis H: KD= m. Tha he Sitti for tting the Hype Hb =m is 2 _ eb — mmo — w e sith» and Nr egrecs of feadom, big the numberof ros in being of ulm sa ‘The peraty eth rout acs empha: applic for ny Her types KY the ony lintaon beng hat have fl ow an (Gilera the FU) cn ete oe ny Bea potest No seater wath hyper it has oto be writen the fore 'b = nt FU of (0) roves th tet Having one aed te normal equations for the mod y 2 Xb} t and 50 baad (CX), b= OX) ad 1 desing 14 mn e chney imneaetpao f ‘ie Te appa of he ot raed tow i bc fo the four hypothe aed tthe bepanag of thi section. Note at wn vera. ever appt of FU) coridering erent pte the only min FF that ater 8 stints ner he al hypo ‘Wheneonseng te hypethans 9 = mitt ta, “"Whatis the erator henr te ml hypotess? This might be mpl pe. inet fobowing nv-eecon of the hypoteas by the preing Pest The deed tmaer, by. edly Saale wig Gonads unre Ths be devdn0a 40 mimi (9 — X09 — XB) ae to Se onan = nu: 90) (y= xbiy = xb 4 29K —m) it epc to he ements of Fad 8. Dereon wth rept ote Semen ead 10 the equations xxbs k= Xy a Me 0 Thee equation ar soled as follows om th fs, be Cex) 4y — 8) = BCID Kiba kb RO KE om Nene = (KCI — mw) wads Be (RXPKIKON ROC —m, (105) “This expreon and (101) aply ety to when the hypoth LE = m (ee Ease 8) Having thas eine b under he pote we nw show tat he coe sponding rida am of agers SSE +. Q'whare Qs the sumer si of quae of RH), the Ftate wed in testing te hpotess in (100. = Xbje — xh) = y— xb + xb — by —xb+x6—b) = —xbiy Xb) + 6—HXXG~b) C09 ith the eter tems vanishing because X'(y — XB) = 0. Now from (103) $b cepa ocx Kr snd 0 on btu a (108) = Xb = xb, = SSE +b KOC KP OUR ERICA)! x RIKOXP RPK — =) = SSE-+ 0b — my CORRE ~ = Sse +0 09 © Few common mpothees| The presdingexprenon for FUH) and b namely (101) and (103), ate tare learned fo our common occuring hypothe:bxxb _ soe =r rico mpciang wee aig oes 7 bab axx xe WH: Ve We key bm be fr ll Rewriing B= hy a8 KO Ket sake mek and ar KH awe b-wyxxt ay = KG — 8) = 6 — AOL HEAIEAS-KEY — xR) YOLK y — XR) litough te form shorn in (106 probably the mot ssl for computing poryon. Under the nl hypothesis FUE) red 8 Fy, whee ‘To this cae the estimator of b under the hypothesis bab OORT = myprorxy-Arovb — m at— nt x th hype the ae of is be b- pexrapcoexrariock—m $22 beh, Ah it ts agri nme ote kf ena props, the hypothesis oe feted canbe pt inte form H: 8 m parson and (XX accordingly Some armel men w= arco shh corns to 4 of the pts Aahbab over ° [Te] .) 6 =~ [hes [e bread lh Al 1, esi i a pithy ine creas etal fr PUP) aad for thes fot cong hirenure of They a apy os ype inter of € Cerne ar ae malogus role for any hyphen C2 =m Gee Ener 8 Rec modes We now conier, in tm, the eet on the model y = Xb++ «of the typutnans EO mK = Band by = 8 Nb mtu csi objec to Kb = mit could be said that we ara deg with t mel 7'= b+ # 08 which has been imposed the ‘ian Ky =m. We ert the medel at we sat wih, y =D +€ Show the ations the all made andthe model wh he mitaon Tipocis yaXh he th Kobi, caled the rediced model, Fr Api f the fl mode 6 ht beet bat ban te od te Hyp i Hh = By the reduced model i “The nesting of Qa of SSE + 00m investi in erm of um of square scat withthe fl end reduced model To ail dexipon we ‘arSSas te term redaction al) and revdalful for the redution and ‘eiSoa sus of quae fer ing the fl mode redvion(ll= SSR and resdulfull) = SSE Sinitacy S8E + 0 resided, (a 0-SSE + 0-s8e Bo) THE GENERAL LINEAR HYPOTHES uw O=s4- Sst py -SSE+ 0 = SR yy (658 + 0) = retold ~ by — (SE + 2 (0) ‘Comparison of 10 with 0 tpl one to conse ha yy — (SSE + 0) is rdusta(teducd) the Yedustion in ram of agree 10 Bing he ocod made. The tempaton todo thi sehen by the fet tat SSE + 0 i resiaalrdncd) sn (10 However, we sal hv tht oly in pec caues yy ~ (SSE +) th edvcion im am of sane de 10 {ung te redaced tod Iti at shay so The cicumsancs of the ‘pest css are gute wid, aswel ar wef but they are not unr Fst we show tay ~ (SE + Q) i not enerly stim of quae sce it ean te mga for ssE-9=ssn— 0 shy — cb mK mC the second tem ta postin tem defaite frm Therefor is eer np, tnd ene or mor f the semen of m re Bert large tha te wi ‘xed WX and (111) wil be mete. Hence yy ~ SSE + Q) i nota um of gate, “The mason Gat y'y ~ (SSE + Q) i ot nce a rection ia sm of uur duet Sting the eed model that yn lms the otal ‘Som of quar forthe radued mode For example fall moda! nah t beats nd te hypotensis by = b+ 4, ten the rdaced moe! would be ote WNT + Mee + bere He Ie, Wig = bet Blea +l +6 i) The wal sum of quae fo this reduced model iy — dg — xy tnd ot Yano x9 ~ (SSE + Q) not the veduction num of aque Furtermoe, (112) not he only eed mode, Bone the Hypethens . b,4 #coud jn a al Be ad Yo amend the model Co be nent pore nt = Dentua of operas foro pone ioaced oder a re icles qa dima sm Sapo insach tat = |] has leak nd R= (FSi it xb) xe sf] the mal (11) i ot sigue. Dupe this ean be shown tt theresa ‘um faqeare er tig uy one fede ipictn (11) WSE + fete wreponig i ter ow en 0 oe Tin & One cumin whch yy —(SSE-+ 0) isa rout a ut eqns do to Sting the Sodas tol s when m= Porte (10) ‘omer ae doth tot um of guar forthe read model te te tha ¥¥~ (SSE-+ 0) ~ roduc Tatton sam of squares Lo puke send, sn from (11) ends ting = = 9p? Vs (SE-+ Q) = bay — RIKER RE = y(XOUNY R= NOCRYKTR'OC NY (athe ection in a amo sr of Q and SSR~ Q into the anys of varnace of Tab 3.2 toyed Table 36 Ta let ~ rs, WR) RTH 2 applation of Taare Sof Chapter 2 shows that isk — gy ~ (KR) td is independ of SSE(e. Ths, of cure, san ao be derned dirty iI) Hence, under the al hypothe, tht Roncentaliy paTherfor ¥9-— CBE +) ae ha eure fa cum of wan fur 2 nique reduced model And yet, despite ths, SSE + Qs the reid ter of igure for al pase reced weds ttl rm of ques th redation in sume of aguaresdifer from model 10 model but tt ‘iil im a ene Seppo is sch that =|] has ful agk and = [PS] inven. The he move! y = Xb canbe wit at =x sit ie J Xm = XSU¥+« ao This «mode in the ements of, wich represents» — + LIN functions sf the elements of Bat since array, chen to ke Robin, the model (14) isnot unique Dept ta, can te shown thatthe real setae gy nf ain 9SSE + Aad the cormpoting va of he eimaor of i pen tn (105) s (i) R= 0. One casein which v9 ~ (SSE + 0) ia rutin i sum sf guaes de to fiting the rednced tele when m= Fr ten (18) el FaXSLb +e ssn theo sum of quae forthe raced mode ty the sme hat tthe fil noel: Hanoi ths xe YF ~(SSE-+ 0) = retin reduced as Thatta mm fg pe em, en om (1 Y9= GME +O) = BXy — RIKEN KEKE Y(RCXXY N= KORY RYT 09 — S86 — nection aod (= redone) — reduction reduced Therefore, since the Sle diftence betes the fll and rede models 2a the ret With this deition we ise the parting SSR ste sum of Qa SSR~Q into the anys of varnce of Table 3.2 0 Jd Tale 36 Ta Sometimes Sot Sue ‘egesion fll meded > sm Redeed mode Se ing so we wie (9), that when m= @ et ~ 2" RIC ORI-R-KW) an appcation of Toren 5 of Chap 2 shows that (SSR — Qt ~ g(r ~ 5 VINX — KUROCN)*K) RD from (11) Fartermae the na-centraty parameter nthe Gatton of SSR — Qa. in temo) beshovnto be opal to DUS'ASIL Dat (oe Exerbe iI} Hence, under te ul hypoth his no-emlity pa ter ys b= Ths SR" ems the so Fasskr Se sme te tt mae Oe the bypothais Y= 0 x tests the hypothe GSSR=DW—) yh saps LO = sew =A mus esshes (i 40. Ter we ce of he setae model wien m = it wien KM, O forsome q Sh Te ml tgpotias KY = when Tela onl by Se teal ny, 4 set fg of te Pe Tis Shanice we eter wh we ound 17, FU)= Ole? with O~ bathe toning te ive part fhe ives” le. Heo scl cu of ale Sir aij of esate for tcing the Rye son Tb 3.7 ‘ein Tae wrrorates = ‘Source of Vi > g Hype b= 8 « Shown in Table 37 it mow dict way of compu it, pr ssw cixy, Dkk. Ssh Q by ddemncng. SST = 99 and SSE by iereaung Akough SSR — Qi yo er faving cans be enrened at BX,X,B (ee Each 1). The tinal Tider from 103) Bek Tath vample, For he Flowing at mh 23 We conser nodteeept model oy. Then Bat om 254) snd he nag vance is Degeetot Sum ot Precon Sguet For ting the hypo H: y= b+ 4 the reduction Qi, rm 6), f par O=h~K—a]n ae 6 eyo 40) (ser 21s +0ar7—30r~ a1 7 255 ent he tate ting he pote 15245212) = 38 ee aeedoced model tte dtined 6 eelacing hy hy 44 would Be Matt hm te aysappy mentn ein ed th predig deriopa that we story socal wih ting pes. Th sci ft pi en acai a ‘ecumon af dren fants a Chapter 2 be rade il vet ook The tod ra tet Tat of ear hypothe: KD = m ave been developed fom th arti eine ofthe Ftv. Thar, can be shown to em fom the ee Fort sump of W eration , whet 7 NOU of) the iathoed function 1, @) = rete # exp (lo — NW = X0)2), Tee ioe rato et ilies to vals of 0, (Mani, the minimum sala of Le) musinied over th com poe range 2 pret, stds OC wand CH KD =m, FU) = (N — A OUSSE bas he feat i to not reject A whenever FU) S Fyne tabulated value of the Fy tibet, atthe Te poe Tit meats Fy uy eine wd ve forts 005 bt the ating son shot iy le FUR)> F, ,y-- ad 10 not reject it whenever FUH) < F, sy By the nature be ail FU we Lat nr te mgt FN vol oad san 0% Oe yo ne doh ants wl eH tim tonsa whch al thee aay eth pee eis! pon nl petefe (b= WIKRE ma" ks — ayers — =) (x0 sig 81 for vat Note at HO teanse Kb om but Ky =m Suppose tattoo our kein the sermatehyptbess had te telat toe tie the nt wrecked Ani soppore that with hase aa, Seypotes H: b= mist wing FU) way debe When Fi Pn nba eH ng ho rm Arend ce Ht nt, ey weal eet went ae, Thi Studs Teil eror, wbee ve ft ge the nll hype H whe the Sermne sa. Te potty of ito dnc by PD IL) = Pr{fype I eoracuning) 1 Poot ect H wen His wot) «an SPU S Fan whee FU) ~ FN) Ml) = PFN = 13) Faure) Cc) from (119) and (120 By the rghtSand side of (12) we mea the probs Tay utc random arabe ted a2 Fle N 7.9) i es than Frayer te 10%, poutine etal F,y-dstbwton The two ype of cr Se umn a Tab 38 icky =miiae) TypeTieret Nearer The potaiiy of «Type I dof 120) is nt seu vale om tbls because tae fhe nonce Fseucn {elite in exet However tabulations ge by Tang (1938 cca cicly through conudeting «ancy epee Nt PD) = MON =F) S Faaad of (129i equivalent to PUI) = PEN — 1 VIF S hal 84 Ay) ‘ny Fors = 00 and 0.01, Tag (193 lates this probabiiy fora aio sales of, 8 — rand K+ D dented moe geal yf, fay ‘eater ae se ho sna in Kenpo 92) a0 Example. Conder tering th hypothe fb = tithe case single repesion involving usta sgl =vribi Then s = [andr = 2 anon ‘posing ther are 2 observations, ¥ —r = 2. Fora = 005 be belted val ot Face Foam = 438. Tce (12) PA = (FU 39,2) < 435). an, Suppo that) = andthat the serntive hypothe yb = By Ther fom (130) im 1H, DANO, — = 4, 1 as fork, # 1, Sebitsion of 125 in (12) gives PA) = PrP, 2, Hh, — 9 < 435) snd sin 125) PAM) = PLE, 2, VR, = TFA < 435)a0 + 435) = PE, 18, — 01-5 0179, (29, From tbe ofthis probability, ef, Grail (961, p44), we Bnd the following wloes of RI) and 1 or feet wales ob AO 2 RUN: 047 235 oH 019) inceasen Further reference tothe bls th shows tht let (ol)puny: 72 463 219 on 016) ity: 2m 37 Tet 928 36a) for Hem Pup: 38 S17 2H AN Oy aay pega = Pi: 29 463 722 39 ses) In the eases te expen analogous (126 are PA) = P(E 30, X8,— D012} for NaN - rms a tt = Pr 10.5% D]S03) for NaN —r =O, 08 Fos 496 comspantng rape 0 Foaus = 417 hregh he expeon for 2 in (10) it cam be seen tat PO) of 12) depth tpoe X and my ofthe aerate typotbest Hy KS ‘Te probebiy 1 RUD snlrty depend ison 2 he owe of Thea with pesto the eratieRypote Hom (21) ower = 1 PD) = 1 —Pefeot eecting 2 when Hs not tae) 1 Preto when 21 no tr). « Test of pote as detribed ia ths chapter ar asd on aining 2 multe the potuby o Typel error the probebit of ecg Brat Hs uve fn ado, vv the tot perry reeing ‘then snr etl something we wan et to achee wih sgh Tretia ob In erm of (12) wethetore mast the power of ‘ior renee tba hen pou oe peg came dua, it, mening, one may o icrenig the power 1 ~ (I. Tas in feu a ty ener Ao, orien and te aleve pots for wich 2 aga the example the let alae of 2) Tha nich hth pet power. Extnave docu ofthe power of fet and he prt i pay inthe theory of hype sing in grea ‘ejond te sop ths book. Set (198, raya (96) ad Ras (196) ining ei . paras is cstmariy refered wo as the vec of rents na vary of ways ie clement ca be pot doer ives oi iy eg tht {ssumpions inherent in te ssured model ar ot eg pl. Te pre problem ented hereof examining euler he oe, we dono Iovethan hist at some of he waite aaa and ee he eae Chewte {or more complete dacs ‘Seema centr, but important. proper ofthe resid are worth oting. With P= ROCX)-X”f (80), whch symmetic ad eo feat as ated a (6 bay Mbay XEN KY = NCE = PY where, rom (6), PK = 0. St peop of he eis ita thy am Saqre ing 1 = gen by (). Scnd, thee sum of agures SSE is rPy=0 Sit ~ een yer = yey yy — yx ny = Sse lscbatonal proper of red, thei expected vats ae Ee) = E1Py) = PD = 0 a var) = vary = Pi Addison rene ae shown ere 18, “The propries ja dese hol ur forthe reduals of any intercept ‘mol Cotsideaton ofthe eet 10 which hey ex other sondton the meen whereby sstumptors ofthe moll canbe ivetated. Forex mpl, sing normaly ofthe err tems in the model we have tL xcaree) Phong the vals of to vw i they appear normal Auatted therfore provides a meas of ming if te sstumpion ¢~ Met nit von In don ht were te it a bee the efit of ceenaon among raids] ope. rapbical procure sunset nd Sth (9) prvi ater non ofioledinclletig te data the plot eds agin ne maybe quite feveing, Two conus that ths Kids of plots might sg re that ‘hrvarane ofthe enor rms may not be constant of tha ado tes [NS med in the inode. Draper and Sith (360) ie mt readable ‘Sot of ing ve por inning rane pon 8, SUMMARY OF REGRESSION CALCULATIONS The mere foqunty wed of the gener expesions developed a the chap foretinatng the ln eres on K svar re amare 2X: x k matic of oberon, Xu XI Fenn ofthe oberved ¥s sa [P] i tein: Lal: veto of reenion cece 57 =X, — 1: matrs of oberved #9 expend at devitions fom {5 atin of cored sa of oars nd prodoctof observed S8Ea Sst, Cry: tor " waa rape stmt evans mario SR aly sum of sane de to Sing mode over 1 deg of ft Tor tag ppt Faxon heat + Fett for tig H: 6, = sated nerept csimaed vector of covariant of conbsd by = ett variance of fom bite sino — 7 Seno feo Be tengo) — symm 1 — 21% condense inter for be Not mae Malye tre pein fos Use Xin place of 3: yy = tevor of ancora sums of profs of observed #3 d'sinvoted in coletig th data he lol of rds agua ine ay be uit ‘rain ston Sm end opt mh get Are vedel inthe mol Draper and Sth (194) pre aot real | (Sree of tiny Sew prostene achodng heros 0 sport ‘such paper. Thee move recent polation sete of ie (198 8. SUMMARY OF REGRESSION CALCULATIONS The more eget wed of the general expesion developed inthis ps ng ai agen vl we ec od ted below numberof sberation on each vst Vx 1 weston of observed pve. x=0 x} = UNIS, : wer of mean of observed ty ss 4 vector of rereion ofits 57> X,— 1 rate of observed exon a dvi 7 satis of corte su of guar and prods of obeeed S88 = S57.— 08: err um of squares witty = rye stimatd covariance matrix of ssn, = fry sa of qures et iting mode! over Fae SSR Di: Petar ting Hs = 0 = hela pete on H ~ 7 dees of Foto, for teing hypothe = ave Sethi: Panto ting = hese cindy cov) = (HVC eimad vco of cvs of b 69 = 0+ Sy mtd var of ann anil on Hy dag ose teen tyme et het eylld) symm 1041 = 9% noe Tr feb Netty mab Moly shor cpr or. Use Xin place of TEX, oti of uncorrected sims of gars and prodot of oterved Ignore by and 29. exEneises (6 Cao he normal euaons (1). 1 show ht (4) at (42) re quent (1) an (15) an ao woah ‘When ya vainocovranse mas rove hat he ovine ofthe MINA etpana goin yO sips anda al procs nt OCK)oX: What omeguece fee opr Death ma Qh a R= Fy ho at Qi ene ad 2s ml pace wih RINT What ae the cemequso of se Foyer ot Q7 Se th SR, end SM av npn Sow ath cee hence With he maton his cap, dee he atic and vate of sown @ ty UWE mee Babe a o watne "3. ) eters) eo 9 Suppose = 200 and = (552) fiyem yam ie iyi) = 16 Binds = Bothy = 12 {abe 18 Cate te evi of dr he a Neen” * 10 by mag fr in gan (0) rte or te nat of an errespnds ots eimatorb gen in qutn (103) and hat the wed ‘se re ental S80 2 1. sng exon (19 prove ity at 9 (SE + 0) otha aoe ‘Sata! drboson, pnd SE, when m= 0. ta show th 12. roe tht in Table 27 SER = = ‘eed bt (0) 1 Show titi te xp Se. te edad mde ee by pig EX by nt Ue (17 ad ty ee teen of atari whoo Degmsct Semot Freier Syme es Created sea ae ea SRE EA Nae 18th, ees mpeionstfien or he (E+ i indent ‘antes mode having fot kc stata, he erepeeing He teing the bps by = 08 1 = bidet) weeCHAPTER INTRODUCING LINEAR MODELS. REGRESSION ON DUMMY VARIABLES, This chapter eps by describing. interns of an camp, aye of merenion i tra bs cold poe data boat hound expedite basa th character exch hou “To wha exe i ahoweboll’s investment in consumer durabes associated ‘ume reed to many factor oar than eesupation, bt for purposex6 A IRODUCTION TO LINKAR MODELS wa Aun, suppose a regression assis har teen propose of invest of ‘patie, as a mean of amwerng the gueston pod. A proem im SUNY anus: fw eam seapation be messued? One psy sto Metre" the code members I, 2,3 and ied abowe. In ome ee ne mig rtonale thatthe sumberscorrespnd toa meer of cp {eal stn and ov de «mgt Baked cme” open ‘exo ft may ede fo ivetgat the eect of cccupation 08 = ‘Simct? Ap es ser 3? and be prow vol ary ou a epesnoa analy fy, vestent, on, which wos eI, Sor depeading co which sscapationa eater) te bead ofthe Roush Pelonged wo. Detals of the epson analy would proced inthe wal fation wing aed py) = by + o sod eat ofthe hyphens = Ocoa easly be made 1 Diasec Avan anus pentoe,what we ave jot deeb is peri A win tay however srs ih he non oe need {SSIS crayon ves aiough he etegoris of meption pe [errant crapuen,ebcaton of he member 2.3m Se Rego w “nem” of eceptonl sats ma nt ace Sepond wo underage of weer a meat by options ‘SSie?¥aeatocaon af Us rene te snes que wry. Fo ‘Sinn dos posiond ue have 3 mer mocha bore? Tae saver somos and © ern et of womb ald 16 te wise the sua ind of sion can te lve water te doen specu . “cit oalcatng code eth catgres it ny joie tne ol) oma gst nye ce ac aft wea nt aly syngas mocha Straus (or whom =. ut inter ofthe mod wha we HE Ssthat umetment fa labore) = et by unvesmest ofan tian) = b+ 2h memento pfeil) = b+ and Plmestmert of « seempoyed) = by + 4, “This means for example, tat -ivesinet of emplyed) — Einvestnent of anata) pieeninen! ofa poeasional) ~ Alvestnent ofa bore) 2) 2{ cient of» pofenion) ~ Euevetment of nati) u REGKESSION O% ALLOCATED Comes Tis in terms of thera wor maybe oie mri. And ye, 8 ith ht data, allocation of he wombs, 2 and forces th consequence on {and A) This will als be the cue ever if act of numbers diferent from 12 and acne ote eatgor: relation ass (2) i st apply asd, so fara they ate concn, eimai a wil be te only hieveneat rom eeremon ae “The inherent difcuy wth he aalys sage above the acon of coder to aoe-quaniane vals tsk at cocupaon” Yet sch sa bis are frequen of nr: eign and national) in the bebavioral Sciences spec, rier nd vol type in grease of o> materi {tetment td plot esto fa snd proce: and 3 oe. Al odes 1 thee tarss volver lat to fc ofl caret be ‘made a escnble procedure aloctng codes to "meas rorap- {al regions of the United Sts) and in ning an) sch lleaton we ato- ‘mately impo value erences onthe segrs f the varie othe smanerHrated in quton romped ais “Thee tame dss sho athe with ariahes hat ee more measurable ‘than howe jt comidered. Education ism example, Hea be measured as {he number of yer of fomal ecaton bt he an immediate guston i Wen ems formal edcaen at? Mearremest flies ofthis matare ca, of coun be ved by defining elation sere of cleo, ‘Sch high schoo ince, high shoo prada, alee graduate, and ‘vanced depen sr not vale the ctor of ocoupaton daca ‘rer aliough they do ve # cat ten f edimay abou them and ence some vnc of "menue However, his would dssppea at nce were 1th cpoy “reign education o ded. The mater so furtee Cenplznted by he subject of denn ht hae tobe made csi ing role wiin uch ctor For example, how woul + mun with © {ore efcaton bt an Ameren doctorate be sled, o what would Se clean of cle pat who ad subsea ‘Many isa cold te ied where vais ae groped into categories ‘na manner inl tothe edaton xan pen. ocome a comeon ‘ample, ith uch caegves a igh, mem, Tow and oor: cys Soder sch a metropoi, large cy. cy, town and ilage and oom Th {tha cues posible b, forthe atone dbo, no ey enol {© impose cols oa te categorie of independent vies of ts mature The rot vol ty wth tek of renin on dy{Slat nde Se 3p sr ao Ear 9 of Chaplet 6. got of the independent veal, rer Chan allocating cosa try. epriesofthedat, [Wutration of es eins alten ote Uerger auc cane found, for example, Sec and sel (970 Toth been eared out oe the same set of dat} ‘esp tention of sing locate codes, a investor with at to nlc and who baie trnng and eapeinc tata mig nl betempled awe thee codes. Ariel with + Knowede of egesion ad of SLSR St aan dept tr tpt of view of fly designed ‘ipetinnt atta good Knowle of ese opr) animes cod ‘aly fel tat penton on aloetd odes was an appropri snl For example for 10 poopie (lt) sure desged to investi he ‘Sic of both cxupeton aad eduaton on iavesoent suppor that te ‘mer of pope eporting data wee dtd asin Table 4, Faced with Figs Sor ed Sitenpired 3 2 i aa rom people 0 casi techie of a analysis proce maya for one treaty, be ery. A patent itil with ch da that he ‘she of observation etc sats of th data are no all the pe Der shee thes nucer ar the same ze howe a euch tt inure fequely blac det Te contrast how ie Table 4 wi “regu aun of cheraton in he alse, eg phage Sat ota no oberon a al (py wha, MP) cs, wn REORESHION ON ALLOCATED € sate grcralyopcabe ony to balanced dts, (Exxpions ae The Sed tn in oe tale copes Dish mi of tara ints adel ramework i nappcate. On he the fan. renin can teased with some dere af propety by allcstig feos to "education" and “oxupation”. Duaivastages mph i Going (have lcd sas ust bere decribed, ba at east ome sais can be codec, « compat can Go te athmetc 42d interreation sight {ervard. The pouty that repessioe on alosted codes ay be sed mst therfore not be ign Indo he presence of pore computes pro (gam fr seresion tly te psy of Bing sed as great frend “he peered ana i regresion on dum (01) variables, This two set ony bectse of oe advantages seay daed but abo aus 8 Sulaned date. An well as big cae repreion om dary variate, of helps of variance for unalanced dnt, ko Anown asthe mato of [unm coats ting the constants ots, oF near model. Th exe fatoes nvhed i thr mead of anal for unblaced dit, sal ‘nore complicated than thow of tacoma analysis of rancor balanced {te so tapi tothe proven ru of compuers there has bees ime Scand or anlengwabtannd dss. Nowa bower, in vw of the fala of ast computer storage and eting of data we ae iteesing 2 ‘Jet nceas inthe demand for ana of antalanced aa, naa which met beater by means of mot ajsnents oration rales Sara af basced data Teed te stuatin Is ust the opposite: ‘ttoced data ave hic om ana of variance technigos atthe er Veltncel dats ae merely spol caus f the teciqus for unbalanced data ‘The poston in tat urtuanced dat aise can be couched in atx ‘apresons, many of which simply very Ile in tem of summation {erate Tacontas when the umbers of oboevatns inthe suclaes re ‘the sama thes mur eprom simply conderaby. They reduce, in fact to the well inown summation forme of tional analy of va lie of deignd experiments, noc at randomied complete Hock, fe tora experment desgne and otbes. One can therefore think of sich sero pa cn of he or Se af is provedores are developed i Chapter 5 and appl fo specie suston ie Ghaper 6, and 8but at allies for enbalunced data Passing fee Ss made to sito ofthe ret inthe eno alanced da, Put ere i fe deta dacusion of ich eseThe reminder ofthis chapleract 8 a prec tothe devon of Wee nde ty the cape ht lows Se reresion om ao eee etcl ta wie Cm of ear ode th oe SOLA ue clr Fenbrmore,ahowgh here widegend wie of esse any saat nny fl of appa, equate ‘ENtnirnae satalvan appreciated, asc mestom fina a ee Se lag ane the ner of pein on ae 1) SRST We tceloe dooms he fn, demonsrnte fy eulence 1 MES Socdk, corner te cpion of fear mel and een (ates oat teton to em 2. REGRESSION ON DUMMY (0, 1) VARIABLES poo = ere Scares pon aos eee etn wa 2 ceaiinen sett coeiea cian aes Ser ageieatee eae {tvcnmend ‘and to what eet someone he's being sempre ofet Sees cea paercapece mes SS cee ree enero ee ee toda thr terme sfntor™ and “oe The word for fe he oat eno Sie iss cont iaseahscr outer court foie reactant nmeattat (Sig aed w factor carat be ered pce y cardial ala: he Saison oes Soa aera coer ‘exer seme fe avanpton we ton, ech wh numb Sree oe hacia tee ofthe enupation factor arta “Thinking terms of vel of ftom rather than groupings of vals cvtcomen tuny Guts iaerent in wig aocsed code, Eve whee [Bowpngs of «now quantita variable have no seo ordinate Ein ibe thought ofa eve oa fctor and nbeever vo dence ent tela ona othe Pope bein ecm the varable bang sada, witow an «prio imposition of values. Thi ‘timation of diferene ie rosght stout by regresion 02 dummy (1) 1 he regreon ‘Ouran ta come the fects of the veo ech atoronimeinet. \e begin by estimating js the effet of eduation om ivesinet, more arta, he efecto ioesinent ef ech of thee leo the fcr ‘Socaton shen in Table To do ths we at tp a egesion ou thee iedepndct vara: wa hthea th at baat 4 ® In this content y,isinvesient ad ad «are, respectively the eastomary ‘Sosant ad err terme found in epresion analy: Cormsponding fo the {ie ndpendent as nich Reve eto be ened, athe een outset by band by Though be manner in which he wil be dfned ‘One tar at be ta tht ads erates the dfercces beeen [Se eecs on nventea of the Hels of the factor eduction “Todeftete ss wwe thtech penn alls ia one an ony one ac tol eve. Which level he ik the coreg take the vue iy andi all ether 2 for that prea hae ale of ero. Th igh ‘hol grate en he 2 ofthe diction factor, and fr Bim fe ina Dand cam 0 ln sway seal sls (0% end 1) ca bo Ssigaed all es for ech psn the data On thes values a ete: tis beatae cach ale i any wen somooe belongs to the come sponding keel of eden, and eo other, fn ess re denied ao (Ct varables deca the re note varals athe seme revialy ‘al they ate oe el “danny” saab. Despite tte otal omdurer of rograion con be cari out wh communes of great nal We spp tat we have imetment tt on3 pple who ld seco high towel, on wav di col ou | eos Peden TheseStevan oe on tl aol ste Te Trip aah ov we wit Servants of) als a= B+ UD + 0) + 110+ sue AH) + 0) + 1) 4 0 mah NO) + 10) + 0) + mam HHO + AM) + A 4 pa +50 AD + 80) 4 04 K+ b+ 60 + ht +6 The I'sand apres thew f te dummy (1 val Thr paera can been more sey when the onion re ween at Be 8 SLB) = ESI iE eprint esa nay atin eg a 7 Xxb=N, Now, however, X doe oot have full smn rakes ee (ths vu ofa ast clung sist. Tas 4 mel dort 2 pel mi ffl on It ropert hat X dees ot hae Fl co tank wth the import comers nt QC)" dom ot ete ed 80 XRL= Ny comet be sed te b= CCX) XY, However, by wing 3 _poerale invese of Xsoations canbe: but efor scutes iCute ne nd hen ee te Example, Counts eipernent are uadertaker each yar in agiahare anu te pls cance Yo vega the et om growth a ld aos ie nny pled ars eco ee Supe with 2 fertaer enment, Although the experiment Weald ot newly died ty gov gms al on bomen represents he ld ofthe Ath plas of arty tat rc tretnent Wein wi tot eS dunn (tan re those forthe treatments wil be Band B.Furthermore, the intercept erm invteopucrion ro UMAR MODELS 2 Tighe spite) tn 5 (ca pd ‘enuin on the fpr i he Wh vel of ection sates: Thn, we rane Bag) jot tn rprdon (et for having to ‘pe ean on me we De Servants of) 8 ow yam bs + (0) + + AMO) +0 pan b+ AC 0 + 8/0) +6 reek A()+ NO + 8/0)+00 Pah + 5+ 8) + 840) +60 pent M+ BD + 8) + em mah + 510+ 8/0) Bf) +e ‘he 18 and sin pretense the var of he dummy (0,1) vale. The pate cn rsean more cel when te equasons ae wien 110 offs) |e! a Fe ro tole) * |e be} LroosS Led se, by ting [ny ei roo yo wal] ane xe] EOP that hasten deat with so fly the peeing chapter. Ox defining the properties ofthe ers (9 exucy regression, uml €~ (0, [exper apped to (6) yc the tne normal equator a8 Bor Xxb xy, Now however X des fo ave ul col aks en 0 Gh te a o rit cots equa Thus va model dese a+ sot fran: oper Xt ae al chin NXUL My camer be ved wb ORK. Howe, by ng * {ner aver ef XX oon ca be oud; but before deine cass oem cp hen Stn et ee ‘Example. Counts experinens are underaken each yearn apicutare snd he pt sence fo eta te eft on growth ad ido aus ‘eter weatmens tpg to diferent rarctes of spec. Suppo We ‘veda trom 6 plats opseming 3 ares being teed in ombintion ‘rh 2 feria testment Although the expesimest wool! nt neces cece pong pans ml oe een represents the yk of the Ath plan of varity hat recived trextnent ‘Weil ow ere thee ot ung dummy (1) variables and 5 regesion treficene coreponding the’ pari andthe 2 Wetmens The 1 fpeoncoticet or he 3 varieties wil be denoted by ay an8 254 {how fo the estments wil be Band Furthermore, the inept ‘ten pty nts yb avo bwin Tu hesume +seins tina t Btls + Pt Tn ths way te reiaion eget or the ies aa H+ a) + 40) ++ A + BAO) + on Fase aa) + of) + 040) + A) + BAO) + 0m, Pann nl) + of) + 0) + BO) + BAD) + a pan = n+ + al) + LO + AM) + BAO) + on penn nt a) + ol) + 10+ BO) + AD + oe mnt 24) + 240) + 041) + B+ BAO) + width prov equation ‘Equations (and (8) the above examples have ees developed fom te point of view of repeion os dammy (1) vats. Corser equations {9 agi Tey te ve des ap 3 ere re where thes ae no longer exp shown and i writen for by. Then we ‘that in ach equation of (10 esac o he corepon cy Ste ot bn het od in rand ad te spe lon in th th dt tube ef trons a tat and ns= Thm have we developed (1) tt ution of he ‘general tae dns for sues Xan = 2 Now tower ie Fm md te det of ¥en co se eatin 1) dn he weaWl af een at 3p tyes he ern ot ror scpce ona a bgrscerBedes eof on iret oft asta Ole fehl at sr Scion gp ood Brice cistron nn acing eee re oe Seatatoad sate er ei el sears pelea pest a Bs raion suet ke op eta nue, Fh tae esa Serb emcee Sowdo rae 2 x repens ox eos (an 2 Se Bie tmeeyiedcact ey =~ Bands Be) ™ eee By) =n +h, He) = Bley — Be) = Het) = ot for allan Forte, covariances betwee ll airs of dierent ar ten tobe eros nt covey doy) 0 ale = abd j= wih ese the vane) = ot “The geal destiption of he way claiicaton model ca therfore be yemmatiaed asfls.Fo ying te eration the Ah as he ‘yonson of he move is) nant hte (nis he pra meas, eet omy du to the la ad yi fandom enor pecli 9 th & estimable, and (5. ‘Sima te vane of afer Ke simpson, ye) = yr — GPG PW) = GOK — AGES PG “The ror sum of gars ae ting this rested model i SSE, = (7 —XIp¥y XI) ‘and rom (3) ad (14) this is sent Be gg SEASSE FEN SPER —» 60 SSE) = (N — ne + EWR GES PY — SPCR. (on spying Theorem 1 of Chapter to te middle erm and sng (8 and (05) si, thi eres 19 SSE) = V1 +e Hence, the resrcted mods ap unbaideimator of he er varane i Sse, (Tiere out no confinon over the iter red atte an of Kanda Sacto dente“) ‘and SSE, of (7) td 8) tot being the same as Wand SE indicts oat etna resections om he parameters of mode! ate etna. thon pre, However, thi oer ao aft the etinabiy of ay function ‘Oat Bema he unretced mode. Ths i eimai he ‘nrsried modell etmable nthe rected model The ondtion For etiabily—dat for some ¢, £3) = remains enor. How ‘ve alfiough the uncon tl estinable ts anton of epee Sot ero subj to the restrstion P= 8. Thx may thangs the form of Ph. Tha, im the example the fncton Wb = y's fo 0) (rumble, but fn reacted dal having n,~ m= O toon Ev cone 4 ay or equally w+ 3p *” restricted model because both Wand Pb ae homage rea ep ciecteemts ay wes nar parse ee eee Po dud hac never Slvebens Tet as ee ef] = ef] we minimize — XO/(y— XI) sai fo avae Since bth F and K’have flr rank an ther rows ate mutaly LN, has ful row rank and QD iseatinabie The mimes, kag soltion Wether ie ia acer wth 2) . “ a=W —CQ'coriow — 0, ‘he cormsponding residual ror sum of squares 85h, = SSE + (QW — @'GOr1eW —4 And the est ofthe Bypotet b= mis based om FUL) = (SSE, ~ SSE, V8t om hey SEIN = 69 min, at with etal functons,s hypothe tht i testable the wn rete model ao testable m ihe rotted adel odie o the Aypothess ty the estiction may change the form of te hypothe, tot ‘odie form wil be testable not oly ander he rested ode Pane 1 the unrestricted ose, Example The hypoteis 1 + Ho, +9) = 20 ie testable in the nested model Ins ested motel bags, ay = 4a estcton the hypotiess is mediied to be Hw teqelt ot equvaieath He go, = 22 The are tecabe he eeted mol: ye aeIga bing any mats (K+ LPB = w-+ LD wl be testable inthe re Reston iarling nomena nso When the etronr ae Pb = 6 and Pb intestinal, the oatons 10.65 ue similar t0 (9), wav +t on, rere, lowing (7), 5 sen PU De, = 6 FOXY, (40a ‘Hane Wi justo ofthe slton tote norma qutoes Xb = X ‘Theriot i this cas SSE, ~ SSE; Le, he roicion Jo not ae the ‘dal eor sm of sae. Tost as befor th eon fection nthe ode oes ot her the cetiatty of fencon tat estimable nthe arte model It fl einai nthe rotted mode. But bras of the restos iw te amended; and ince the reticion 6 not ime eimalefencons (he ameoded form of an eiable futon may be fnction whch ‘hough einai fn the fsited mode, nt extnabie i the = ‘ertted model For example, the fncton + Ho + 2) estimable the enticed model but i tied ode a ince he resin prt ameoded to be p+ by and tis slough etimatle the ‘ated moss wold not be exile i the ered mol “Tei tha anconn which ae exible in wore mode say te ema rticted model I ene W's etal nthe Cticiod mode thn Kb-+ (Pb — 8) ir etinable in Be sated ‘ol to eiminste§ when enon, Xmas be sch that X8 = 0 lth feacton Kb °F he ee the ested mel ‘at at SSE, ~ SSE when the reiton ive nom-tinablefnctons sooo, when nth bythe Dm, wl SSE p= SSE Heme the Fate for testing the pots ental to tat 0 te eves fron ao fr a cauaton ofthe tts sconce, thei Putin esting on-time enctons make no ieee i eal jut an (0. weve although caution fhe taste 0 alte byte ode having rticion or paramcters rerio: ivangSaesima be fcr rons ote ht, eng, ot teal nth unretrted mol re ao teste the ete model Ts appicaton ofthe enctons may change form oo at aough rested madel For example, a) —3o,s4 17 teat the ‘evicted mode, bet woul got be ete ie enticed mode Tn genera Kb m i tebe in te tretted made then, for ting ary marx (K+ Lom m+ LA i tele the ected mole it wont not be testable the neeried mode “Table 13 smears the re ft ertion sofa seal fone tio end eof hypothe ate concered 7. THE “USUAL CONSTRAINT: “he source iat with the model nt of ful ak ith he sora quiions XXW'=Xy fave 20 wigue solston. Our ghcasione have Stine ths sation by sing 8 grelnd fave of XX. Ole prac tations impos “the scaler othe “ural” By thi mest, fr expe, stig wonalequatons wich a OF + D4 +O. wR oom oe by imposing te “wal constraint” of f+ of + 0. Tht lads 1 4 capi, Kengthorne (95, pH cs “To tana wage sion ne iy impose my condone apt one rey) eg 3 = fd Feder (945 p19) ha “No oro aban aoa oon Soong matidion be tmanye See Ee = Fano chee Sect and Yow (ben, p11) we Ba apna clon tat Styaewten % won ema of vite opciones yo baer ec) or, 0 radon ein) ow Mansi 85+ ‘sc emis ong te iplcaom of ae wel vod’ ty the wer The shove fst the ie eat ight Sein Geen wa mt fr no enZSidey tor stung normal equations; they are only sunt. Any con ‘aim at ato soatzonsutice, Fourth, thy can Be sed whet of ot ISMEIAE tintontp hes forthe cements ofthe moll and oly i ‘hoot mith enough ech retnship inthe model to make fal ath model ‘Site soon ofthe normal eats then be esimats of he parameters We moge. Tone pointe so expand on ‘We have cen tha with ary solution Wt te normal equations we can dere mont tings of intert in linea model etimaton” SSE~ 9 — TEX. henna cf yarance the error varanet estate d= SSEXW ~ 7), tnd the Btue of ay estimable function Was = '. Ths thins can meded “For example sce he einai of faction ot tet ‘Ttetabe hypubess the pera’ inverse if nt able mesary, erty vey useful Yet spying contin othe soliton ia wl be ‘Sown, pcb the easiest wy of geting ohtion to thenoraleuations; bar ish want tne pneraed ives coresponing that soliton, the ona mast be ipod ina way that realy cls he grand ‘ened the implntone of ing his must be copie Linton 0 eta ‘Fn he cmstramt ned py ot th elements of the ston eto vv they ar imponed sly for dro 4 soliton and sel have nodang {edo withthe mode They do ot apply fe parameters ofthe model Seon, Ite consents ata the form C=, we know trom (1) ta mini fname © X¥Y(3 — XB) sac to CV = end othe equations — eee Svante nce Some manent (60)ia Chap te vs of mut be LIN of thse of Xe, cana be ithe orw © = LX. Thue we we that he constants CW = y mut be ch ‘Garb iswcteatinble They cant, hereto be "any omar Tey of them where X has p columas and rank r Under these conditions the lnvese ven nS 1 San be uso ban the aga soliton {0 (100, {nd this can te shown to he eae tothe sca obey the ‘ethod: of (01 snd (102) ce Exe I. 1 bland cats tha lado normal equation tk (10, fr example, contrat ofthe ype St Oar ine he ease tote: they re ot the eset for anbalanced dts The consi east oe wih Salasced data are te simple one of puting ples of eget sero. They caaot be any? sent Scare for they saat be jndiouly chosen so as 19 mate [*™ ) non-singa Ways of doing ths are dscuned inthe ctpters ot applcaions (Chapters 6 ad 7) ‘Using constraints that make some he cements oe oro equa to patig tow eknests equal 1 seo nthe normal equtom of, mre exacting X07 (9 — XP) wbeh sized jet och const ‘hist the ect lian rom the normal eqeton aloe ers lnvoing the sred anda te equation coresponding 10 these {fs And this in tars equiva fochinating fom X°X the rows and ‘elunns corresponding to thowe Bs and thninatig from X' the srr ‘ponding cnet What rane 9¢X°K a aymmete mattoforderr ‘Mats omaingulac’ Hen thet “iodied” equations made y the ‘consti of puting some Ie aro—caa be ved. The toluon, oer ith the atoe #5 of the conan, thn connie Wx slaton 0 the ermal equations Details of ths procedure are now dscite, ical ‘Griton of he conesponding pence’ inverse of XX Puting ( ~ 7) 1s equal toner equnalet to CW = Owith © havig "rows each of which null ecpt for angle wy elemeet. Support mma (quan (8, Se Io] orer pach at CRA ane Ld 0s) . ‘Then remembrig that Ri orthogonal, the equations o be slved, (10), cin be reniten a lt eT EET L[eu 2 «i fo mm la, tal ta) Lap) 8 2a 9 fl ak, = OCH (108) the NX mart modied by deletion crows and cols, We = roltion of modi eeatons _ ESE ATR - ‘The important pa ofthis ein i w= Ze) usc Srv: the inven fhe modied XX muti postu! by the sanded Xy wctor Ther Mand the Bs sere byte comtitcon- ste» comple lator W. "The gerne tvene of XX coreponding tthe soliton (10) ered flies, From (109) (=e Ia) {10m (107; an sing te rtp f ina genre inverse of XX. And 4, fom (112), 6 of (119) the ora ind vee of XX ceresponing tothe slton Wound by tig aod (UD; We terre have the foowing procedure Proclear dering W a 2 Dekte p~ row and ceponding sous fom XX, to ave a ‘3. Cormsponding to the rows deleted from X°X delet ements fore X'. Callthe mdi vor OC) “ Callate Wy = (CCX) 5. In, al elzmentscorsponding fo rows deed from XX are 10, ibe ements are thon ff sequence. 6 XX replace all meats of OCX)q By tow fis ier; and put A other semen eo. The eling mati the generale! ioeae Rann Manes “1 Maxosead eee meet efy a edge nam elem Ae tl Teen\ BRUTE! CHAPTER 6 TWO ELEMENTARY MODELS The metodo the presting hap are now demon or pie Ppplaton Only anlancod fats Se cosdred deta wah bt fsng ‘Mrece tothe npr cases of tlaced Sats The appcatomsdicosed de ty oo nea eet the gst very evalu, DE ny corr smh ‘Sty de spectra fr the fender to gina adequate underandig of ths mata so ht he cts en apy to eet snsnr, “tvoughat his caper td tenet oo i tned that inde ror raw have so etn abd vance oad re pave cot [Chic amumal that Ho) = Gand vate) = 61 Thes athe only emp ‘teas made for pups f pat sinus whereas for ype stag Sn codecs tl xian, noma of cer tena'b cea used, Te for postestinaicne~ (0% uted and fer pth SS toting aod couhmee eral @ MG) Woe Aco end astungion woud be rae) ='Vo for ¥ tunes aad ponte {ane Craps poste sede) Aldough here bet Eiesion turin Se. 58 cng ofa popened io Chaprn 9 sed If dar the heading of mise eae ‘Nunes! erates continu to be bed on bypoitial u,ing ssn at re seni a= ple tame Tt imply of ch neers bee Gra i's mee econ {doy laprove eadabay of een atthe, Bearing id Tit theron Fro be ait io Hatt echaquseephass o tuahly some eo be Ged than minis of al The te invimbly aves nmi hat Rca aca oft a he sige ey perpen eat in thi end the next two caper, ‘The eqn of the mols real of Chae that re wed Development of he pneral ory in Cpa 5 hs a ts ating pit the finding of + matt Howe, Se. 37 deeb 4 procedure for Sing tna gon Ping oe met Wl 1am ey procetur bessae puting tome ements of ¥ egal 0 seo 50 [grat smpis thr normal efentons hati solo ecome “obo” Sh the corresponding G (ry the method of Sec 7) equally so. Te tas ofthe pocedre wen XX hs ordr pat unk rio set pr emt of equal to 240 ° nt strike out cormponding quation fom the aoenal equations, ‘eving ost of equations a full a. Deal ae ghee in Se. 57 Hivog obtained’ va for W the predated value cy coespoodig to $-xoxy ° nthe rsd um of sane it SSE =yy—¥xy with te ema error variance ing fm MSE = SSE(N =P, where r= HX) © “he sum of gure det iting the meas itSst=yy=39 ° were SF repens the so gues of he ind! oberon. Sse = Sst —sse «) Funtermore, SSR and SST both comet fo the mean ae SSR, = SSR — SSM ay and SST, = SST ssw ay wt MSR. = SSRAIr— ‘Ans of vvane tbls summarising thw clubons te Tels 55 nd 6 of Sec 52. From them cme the oe of ltrninaton B= SSRAST ay ‘Ako the bts of normaly, AR) = MSRIMSE a compared t table vals of he Fy stbtoe tt wet the Spo Eiy) = Xn, oer and above a genaal meen, scour wan the pea. Slay IA) = SSMIMSE = Apa" ry compared to bull vals of Fe the hypotiais H: E) = 0 Comparing FA sgt he y--srbtio as Seti tet. ‘Av indiae a See 54, he expected wale of an) oerton i ein shir Ln, an end every) elem! of Xb is estinble and eoerspondng ike (fest near urbane estat te same cement of XW and any near combiaton of ements of Xbic eae with be blag the ‘nw incr combienton of demens of X¥. More neal, B-awinnenise ote a “a Wa = 6G ay nd the 1001 — 2) % yer: cones interval on it WF TO ow Tate 57 in Sc $4 shows variety of spi ses of etimablefntons. ‘Aon of he peal lice poten Fun = 008 oa aa oR) XR ~ m, ‘ormal equations under the null hypothesis thea, if neded, iy = — cxKGXy 9 —m. Parle intrest atc pete te oom Kb = 0 a whch he gecral ese (20s all The ae used in Sc. 3. wth the tnalpis of vance shown in Table 59 thew, and appropriate Fests ftovieg i Secdon Sp dale with orthogonal conte Xp among th ‘Seman of Tes ost ah that Kot, =0 for in) @ Wher @2)s tue for j= 1,2, r theta the hypothesis HK = (hase numerstor om of ures wich not oly ual SS bat abo ea the sm of the numertor sums of squares foe testing the» ypodess We eb= Oaberek = (Rj formed or ‘Modes that lcade revton on the paso ae alo deat wih a (Chal 5. Ther anaes re summarised Table S13 of Sa 2. THE L-WAY CLASSIFICATION Caper 4 conains dacusion of dat concerning the invetiment oa consume ural of pop with diferent kv feds. Asuring at invemectis messed ty ander number, supose tat avaiable dat ‘cost of also this inde for people shown Table 61s very smallemple bt adie for ier porpres [A siabe mode for thse ata suggested in Se, 438 aetat os ey LslofEiwaicn Net Rope _lndes ‘Tol Tig show mconpiee) a. a8 2 pt pacts 2 ‘no is 5 tale pte) a som