On the detectability of different forms of interaction in regression models

Juxin Liu; Paul Gustafson

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arXiv · 0711.4011

On the detectability of different forms of interaction in regression models

Juxin Liu·Paul Gustafson

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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).

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Juxin Liu, Paul Gustafson. 2007-11-26. On the detectability of different forms of interaction in regression models. https://arxiv.org/abs/0711.4011

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