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A projector-rank partition theorem for exact degrees of freedom in experimental design

Statistics Theory 2026-03-24 v4 Statistics Theory

Abstract

In many experimental designs -- split-plots, blocked or nested layouts, fractional factorials, and studies with missing or unequal replication -- standard ANOVA procedures no longer tell us exactly how many independent pieces of information each effect truly contributes. We provide a general degrees of freedom (df)(\mathrm{df}) partition theorem that resolves this ambiguity. For NN observations, we show that the total information in the data (i.e., N1N-1 df\mathrm{df}) can be split exactly across experimental effects and randomization strata by projecting the data onto each stratum and counting the df\mathrm{df} each effect contributes there. This yields integer df\mathrm{df} -- not approximations -- for any mix of fixed and random effects, blocking structures, fractionation, or imbalance. This result yields closed-form df\mathrm{df} tables for unbalanced split-plot, row-column, lattice, and crossed-nested designs. We introduce practical diagnostics -- the df\mathrm{df}-retention ratio ρ\rho, df deficiency δ\delta, and variance-inflation index α\alpha -- that measure exactly how many df\mathrm{df} an effect retains under blocking or fractionation and the resulting loss of precision, thereby extending Box-Hunter's resolution idea to multi-stratum and incomplete designs. Classical results emerge as corollaries: Cochran's one-stratum identity; Yates's split-plot df\mathrm{df}; resolution-RR identified when an effect retains no df\mathrm{df}. Empirical studies on split-plot and nested designs, a blocked fractional-factorial design-selection experiment, and timing benchmarks show that our approach delivers calibrated error rates, recovers information to raise power by up to 60% without additional runs, and is orders of magnitude faster than bootstrap-based df\mathrm{df} approximations.

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Cite

@article{arxiv.2506.01619,
  title  = {A projector-rank partition theorem for exact degrees of freedom in experimental design},
  author = {Nagananda K G},
  journal= {arXiv preprint arXiv:2506.01619},
  year   = {2026}
}

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26 pages