Nonlinear submodels of orthogonal linear models

Abstract

A model containing linear and nonlinear parameters (e. g., a spatial multidimensional scaling model) is viewed as a linear model with free and constrained parameters. Since the rank deficiency of the design matrix for the linear model determines the number of side conditions needed to identify its parameters, the design matrix acts as a guide in identifying the parameters of the nonlinear model. Moreover, if the design matrix and the uniqueness conditions constitute anorthogonal linear model, then the associated error sum of squares may be expressed in a form which separates the free and constrained parameters. This immediately provides least squares estimates of the free parameters, while simplifying the least squares problem for those which are constrained. When the least squares estimates for a nonlinear model are obtained in this way,i.e. by conceptualizing it as a submodel, the final error sum of squares for the nonlinear model will be arestricted minimum whenever the side conditions of the model become real restrictions upon its submodel. In this case the design matrix for the embracing orthogonal model serves as a guide in introducing parameters into the nonlinear model as well as in identifying these parameters. The method of overwriting a nonlinear model with an orthogonal linear model is illustrated with two different spatial analyses of a three-way preference table.