The Four Types of Estimable Functions

Introduction to Reduction Notation

Reduction notation can be used to represent differences in sums of squares (SS) for two models. The notation upper R left-parenthesis mu comma upper A comma upper B comma upper C right-parenthesis denotes the complete main-effects model for effects A, B, and C. The notation

upper R left-parenthesis upper A vertical-bar mu comma upper B comma upper C right-parenthesis

denotes the difference between the model SS for the complete main-effects model containing A, B, and C and the model SS for the reduced model containing only B and C.

In other words, this notation represents the differences in model SS produced by

proc glm;
   class a b c;
   model y = a b c;
run;

and

proc glm;
   class b c;
   model y = b c;
run;

As another example, consider a regression equation with four independent variables. The notation upper R left-parenthesis beta 3 comma beta 4 vertical-bar beta 1 comma beta 2 right-parenthesis denotes the differences in model SS between

y equals beta 0 plus beta 1 x 1 plus beta 2 x 2 plus beta 3 x 3 plus beta 4 x 4 plus epsilon

and

y equals beta 0 plus beta 1 x 1 plus beta 2 x 2 plus epsilon

This is the difference in the model SS for the models produced, respectively, by

model y = x1 x2 x3 x4;

and

model y = x1 x2;

The following examples demonstrate the ability to manipulate the symbolic representation of a generating set. Note that any operations performed on the symbolic notation have corresponding row operations that are performed on the generating set itself.

Last updated: December 09, 2022