Shared Concepts and Topics

If a classification variable has m levels, the GLM parameterization generates m columns for its main effect in the model matrix. Each column is an indicator variable for a given level. The order of the columns is the sort order of the values of their levels and frequently can be controlled with the ORDER= option in the procedure or CLASS statement.

Table 19.4 is an example where denotes the intercept and A and B are classification variables with two and three levels, respectively.

Typically, there are more columns for these effects than there are degrees of freedom to estimate them. In other words, the GLM parameterization of main effects is singular.