Appendix A. Reparameterization of the model.
In this appendix it is demonstrated that the 2Y estimable quantities
and
(y = 1, 2, 3, …,Y) stand in one to one correspondence with an alternative set of 2Y quantities, namely,
,
,
,
(y = 2, 3, …, Y), and
(y = 3, 4, …, Y). We refer to the former set as the “basic set” and to the latter as the “alternative set.” Either set can be calculated from the other; the second set is therefore an estimable reparameterization of the first set.
Suppressing dependence on strata in our notation, we have
|
(A.1) |
.
|
(A.2) |
From (A.1) and (A.2) it follows that
|
.
|
Consequently,
, y = 2, 3, …Y,
|
(A.3) |
, y = 3, 4, …Y -1.
|
(A.4) |
Thus the alternative set of values can be calculated from the basic set.
Rearranging (A.3) we obtain
,
|
|
| i.e., | |
;
|
(A.5) |
similarly rearranging (A.4) we obtain
,
|
|
| i.e., | |
.
|
(A.6) |
From (A.5) and (A.6) it follows that the basic set of parameters can be recursively calculated from the alternative set.