Reduced-rank models for interaction in unequally replicated two-way classifications (Q1116240)

This paper extends reduced-rank regression models for application to interaction in unequally replicated two-way classifications having no empty cells. The \(a\times b\) matrix of interaction parameters is modeled as a linear function of a rank-\(\rho\) matrix, where \(\rho\leq \min [(a- 1)\), (b-1)]. For fixed \(\rho\), the maximum likelihood estimator of the interaction matrix is derived. The likelihood ratio test of \(\rho =m\) versus \(\rho =m+r\) and a union-intersection test of \(\rho =0\) versus \(\rho\geq r\) are constructed and illustrated. The union-intersection test is particularly useful for simultaneous inference on product interaction contrasts.