Comparisons of parameter and hypothesis definitions in a general linear model

Abstract In the context of the general linear model E(Y)=Xβ possibly subject to restrictions Rβ=r two secondary parameters may be well defined by Θi=GiE(Y)-Θoi=Ci β-Θoi,i=1,2, and corresponding nonconstant hypotheses, Hi:Θi=0. The following possible relations are defined: Θ1: is dependent upon /equivalent to/identical to Θ2:H1is a subhypothesis of/is identical to H2. Necessary and sufficient conditions, involving straightforward matrix computations, are presented for each relation. Comparisons of secondary parameters and hypotheses are illustrated with an incomplete, unbalanced 3 × 4 factorial design from Searle in which, using a constrained version of Searle's model, parameters and hypotheses in the incomplete, unbalanced design are shown to be indentical to parameters one would define if complete balanced data were available. Techniques for computing simplified definitions are illustrated. Keywords: Dependent parameters: equivalent parametersidentical parametersubhypothesisidentical hypothesisincomplete designunbalanced design