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I have a question about terminology.

Suppose I have data categorized by three factors A, B, and C, with cell means $\bar{y}_{ijk}$ and cell frequencies $n_{ijk}$, where $i$, $j$, and $k$ index A, B, and C respectively. And suppose I want to summarize the results for factor A by computing some sort of weighted means $WM_i$, averaging over indices $j$ and $k$ with weights $w_{jk}$. Consider these four weighting schemes:

  1. Use equal weights, $w_{jk} = 1$.
  2. Use weights of $w_{jk} = n_{+jk}$ (where "+" denotes summing over that index).
  3. Use weights $w_{jk} = n_{+j+}n_{++k} $ (outer product of the one-factor marginal frequencies).
  4. Use weights $w_{ijk} = n_{ijk}$ (the only one where we use a different set of weights for each $i$).

Scheme 1 yields the "unweighted" or "least-squares" means, and scheme 4 yields the ordinary means for A, ignoring B and C altogether. Scheme 3 yields weighted averages over $k$ of weighted averages over $j$ (or vice versa).

My question is what to call these schemes; e.g., as a character argument in an R function. Preliminarily, I am calling them "equal", "proportional", "outer", and "actual". The first one is pretty obvious. But maybe there is some existing standard terminology for some or all of the others that I am unaware of (or have forgotten). Any suggestions?

Russ Lenth
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  • Welcome to our site, Russ! Because we support MathJax it has been possible to mark up your post to make it a little more readable. If you choose to apply any other edits, just enclose any $\TeX$ markup between dollar signs $\$$. (BTW, your title initially brought to mind the kind of job an out-of-work statistician might take on. "Q: What are you doing to get by? A: Working in a restaurant, weighting on tables." :-) – whuber Jul 22 '14 at 16:07
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    Well, the pun was intentional -- but in retrospect, I really should have asked for some **tips** for weighting on tables... Thanks for the note on $\TeX$ markup – Russ Lenth Jul 23 '14 at 17:18
  • Would not use 'proportional' as the question would be proportional to what, exactly? Proportional to $y$ weighting for example would be be minimizing the $L_2$ norm $$||\frac{f(x)}{y}-1||$$ – Carl May 16 '17 at 20:16
  • Well, thanks, but it's been three years since I asked this question and I already did adopt "proportional" as one of the options. For a user interface, terse terms need to be used, It's fairly clear from context that it would be proportional to the frequencies or weights. Plus, there is a help page that explains it in detail. – Russ Lenth May 16 '17 at 20:58

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