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arXiv · 2402.19029

Essential Properties of Type III* Methods

Lynn Roy LaMotte
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Abstract

Type III methods, introduced by SAS in 1976, formulate estimable functions that substitute, somehow, for classical ANOVA effects in multiple linear regression models. They have been controversial since, provoking wide use and satisfied users on the one hand and skepticism and scorn on the other. Their essential mathematical properties have not been established, although they are widely thought to be known: what those functions are, to what extent they coincide with classical ANOVA effects, and how they are affected by cell sample sizes, empty cells, and covariates. Those properties are established here.

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Lynn Roy LaMotte. 2024-02-29. Essential Properties of Type III* Methods. https://arxiv.org/abs/2402.19029

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