On the detectability of different forms of interaction in regression models
Statistics Theory
2007-11-27 v1 Statistics Theory
Abstract
We derive an asymptotic power function for a likelihood-based test for interaction in a regression model, with possibly misspecified alternative distribution. This allows a general investigation of types of interactions which are poorly or well detected via data. Principally we contrast pairwise-interaction models with `diffuse interaction models' as introduced in Gustafson, Kazi, and Levy (2005).
Cite
@article{arxiv.0711.4011,
title = {On the detectability of different forms of interaction in regression models},
author = {Juxin Liu and Paul Gustafson},
journal= {arXiv preprint arXiv:0711.4011},
year = {2007}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)