On the detectability of different forms of interaction in regression models

Details On the detectability of different forms of interaction in regression models On the detectability of different forms of interaction in regression models

2007-11-26

arxiv.org/abs/0711.4011v1

Mathematics

Statistics Theory

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics

Scientific paper

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).

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