Coloring R.A. Fisher

Contemporary statistics owns several chapters of its history to Sir Ronald A. Fisher. In one of his papers published in 1942 in the Annals of Eugenics, Fisher discusses the concept of confounding in factorial experiments making use of  a very useful group of symmetries, illustrated in this page to highlight again the notion of experimental results indexed by a symmetry orbit. At a later page we will return to discuss Fisher's ideas.  

Suppose we have three attributes to experiment with by replacing some or all of them into an initial composition. Let's say that these attributes are represented, or labelled,  by the primary colors R (Red), G (Green), and B (Blue).  Here

are the resulting (additive) color labels if we started with

(R,G,B) = (0,0,0)

indicating no red, green, or blue, and ended up with

(R,G,B) = (1,1,1)

mixing all three colors in the coloring of the squares, following the sequence

(0,0,0), (1,0,0), (0,1,0), (0,0,1), (1,1,0), (1,0,1), (0,1,1), (1,1,1).

In the sequence, between Black and White,  we obtained, respectively, the colors

 Red, Blue, Green, Yellow, Magenta, Cyan.

In Fisher's theory, these experimental conditions would have been represented in terms of the set

S = {{ }, {R}, {G}, {B}, {R,G}, {R,B}, {G,B}, {R,G,B}},

of all subsets of  {R,G,B}. Fisher also observed that the subsets have a  composition rule defined by including the elements that are not common and excluding the elements that are common, so that, for example,

{R}+{G} = {R,G},  {R}+{R,G,B} = {G,B}.   

The set S together with that composition rule form a group, so that the collection of experimental conditions listed above is then a symmetry orbit of S.   Here are all orbit representations, relative to the initial control condition, illustrated by the color of the square at the leftmost position:

This is also a picture of the multiplication table of S.

The outstanding question, common to all the previous pages in this blog, is that of determining the summaries of the experimental results obtained along a symmetry orbit in a way that they do not depend on the initial condition. Shortly, the question is: What are the symmetry orbit invariants? 

The operation in S is clearly commutative: that is X+Y=Y+X for all X and Y in S. Note the symmetric pattern of the multiplication table shown above. We also say in this case that S is an Abelian group. Also note that every element X in S is an involution, that is: 

 X+X= { }.

These two facts greatly facilitate the determination of the orbit invariants: Because the group is finite and commutative we (will) know that there are as many invariants as the number of elements in the group. The involutions factor S into the product FxFxF of three copies of an additive group F = {0,1} in which 1 is an involution.  

The factorization becomes evident as we rewrite Fisher's formulation of the group operation in terms of 

{ } = (0,0,0), {R} = (1,0,0), {G} = (0,1,0), {B} = (0,0,1),

 {R,G} = (1,1,0), {R,B} = (1,0,1), {G,B} = (0,1,1), {R,G,B} = (1,1,1),

and observe that the original operation in S corresponds to adding any two of its elements using the operation rules from F jointly in each component. As illustrated above,

{R}+{R,G,B} = (1,0,0)+ (1,1,1) = (0,1,1) = {G,B}.

The orbit invariants will result from all (eight) possible product of three copies of the two elementary invariants for F, indicated by u and s,  and given by 

u(0) = 1, u(1) = 1        and     s(0) = 1, s(1) = -1.

The eight invariants are then described by the products

uuu, suu, usu, uus, ssu, sus, uss, sss.  

For example, the evaluation of the product ssu gives:

s(0)s(0)u(0)= +1

s(1)s(0)u(0)=  -1

s(0)s(1)u(0)=  -1

s(0)s(0)u(1)= +1

s(1)s(1)u(0)= +1

s(1)s(0)u(1)=  -1

s(0)s(1)u(1)=  -1

s(1)s(1)u(1)= +1

so that it contrasts the total effects indexed by the experimental labels with colors  

(0,0,0), (0,0,1), (1,1,0), (1,1,1),

with those indexed by the colors

(1,0,0), (0,1,0), (1,0,1), (0,1,1).

This invariant (and all others with the exception of uuu) factors the original group into the two halves

one of which contains the identity and forms a subgroup H and the other that is a coset of H in G. Here

H = { Black, Red, Blue, Cyan}

whereas the coset is,

Green + H = {Green, Cyan, Yellow, White}.

Together, we have

S = {Black + H} + {Green + H}.

Note that  Cyan, Yellow, and White all produce the same coset of H in S. They are representatives of the coset. Here the representatives are involutions, and each one together with Black gives a subgroup of S with  the same structure as the factor  F introduced above. We say that F is a factor subgroup of H in S. Also due to the commutativity in S, the coset space

S/H = {Black + H,  Green + H}

forms a group under the operation borrowed from F = {Black, Green}. It is called the quotient group of S by H.

Fisher's 1942 paper is a classical application of quotient groups with the purpose of finding suitable factors (or fractions of the initial factorial experiments) that are more homogeneous and yet retain the comparisons of primary interest (single factors and two-factor interactions). For example, in the factorization obtained above,

only half of the experimental labels is used, at the cost of using the attribute Magenta, which is a confounding of Green and Red.

This was a longer then usual page! A quick summary is simply that all classical contrasts in factorial experiments are the orbit invariants for the type of groups introduced above. They are of the same nature as those invariants described in the flag preference experiment and also here, and have behind their recipe a common methodology. This is what I am proposing to developed here.

Note:

The collected papers of R.A. Fisher related to statistics, mathematical theory and applications is available here. His collected papers related to genetics, evolution and eugenics are available here.

Last revised 06/01/11

These  postings are based on "Symmetry Studies" An  Introduction to the Analysis of Structured Data in Applications"  Cambridge Press (2008)