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Generalised bilinear regression. (English) Zbl 0918.62060

Summary: This paper discusses the application of generalised linear methods to bilinear models by criss-cross regression. It proposes an extension to segmented bilinear models in which the expectation matrix is linked to a sum in which each segment has specified row and column covariance matrices as well as a coefficient parameter matrix that is specified only by its rank. This extension includes a variety of biadditive models including the generalised Tukey degree of freedom for non-additivity model [J. W. Tukey, Biometrics 5, 232-242 (1949)] that consists of two bilinear segments, one of which is constant. The extension also covers a variety of other models for which least squares fits had not hitherto been available, such as higher-way layouts combined into the rows and columns of a matrix, and a harmonic model which can be reparametrised so a lower rank fit is equivalent to a constant phase parameter. A number of practical applications are provided, including displaying fits by biplots and using them to diagnose models.

MSC:

62J12 Generalized linear models (logistic models)
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