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arxiv: 0711.4011 · v1 · submitted 2007-11-26 · 🧮 math.ST · stat.TH

On the detectability of different forms of interaction in regression models

classification 🧮 math.ST stat.TH
keywords interactionmodelsregressionallowsalternativeasymptoticcontrastdata
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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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