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One cell observation confounds unrestricted interaction with residual error

Statement

Let t,b≥2 and observe one real response Yij for each treatment i and block j. In the additive mean model, the residual subspace consists of the double-centered arrays E={γ∈Rt×b:∑jγij=0 for every i, ∑iγij=0 for every j}, which has dimension (t−1)(b−1) (Nested contrast models and projections in a balanced block design). If a treatment-by-block interaction γ∈E is included in the mean, then the additive-fit residual is γ+PEϵ, where PEϵ is the projection of the cell error onto E. For every h∈E this same residual equals (γ+h)+(PEϵ−h). Hence one observation per cell does not separately decompose the realized residual into unrestricted interaction and projected error, and fitting the unrestricted interaction leaves zero pure-error residual degrees of freedom. This is an algebraic design limitation; it does not assert nonidentifiability under every additional stochastic model.

Facts & Assumptions

Given: The one-observation-per-treatment-by-block-cell layout, additive fit, and a possible unrestricted double-centered interaction.

[F1]

The additive RCBD projection leaves exactly the double-centered residual subspace of dimension (t−1)(b−1) (Nested contrast models and projections in a balanced block design).

[F2]

An RCBD has one cell for each treatment in each block (Randomized complete-block design).

Proof

1.1F1F2algebra

Write the cell array as Y=m+γ+ϵ, where m∈WU is additive and γ∈E. By [F1], the residual from projection onto WU is (I−PWU)Y=γ+(I−PWU)ϵ, and the latter error projection lies in E=WU⊥.

2.1step 1.1algebra

For any h∈E, the identity γ+(I−PWU)ϵ=(γ+h)+((I−PWU)ϵ−h) gives two decompositions of the same observed residual into vectors in E. Thus the cell data alone do not distinguish the unrestricted interaction component from the projected error component.

3.1F1step 2.1algebra∎

The additive space has dimension t+b−1 and E has dimension (t−1)(b−1), so their orthogonal direct sum has dimension tb, the full cell-space dimension. Therefore the model with a free interaction uses all cell-space directions and leaves zero residual degrees of freedom for a separate pure-error estimate.

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