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On completing a measurement model by symmetry

Published 18 Oct 2021 in stat.AP, math.ST, stat.ME, and stat.TH | (2110.08969v1)

Abstract: An appeal for symmetry is made to build established notions of specific representation and specific nonlinearity of measurement (often called model error) into a canonical linear regression model. Additive components are derived from the trivially complete model M = m. Factor analysis and equation error motivate corresponding notions of representation and nonlinearity in an errors-in-variables framework, with a novel interpretation of terms. It is suggested that a modern interpretation of correlation involves both linear and nonlinear association.

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