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On the detectability of different forms of interaction in regression models

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arxiv 0711.4011 v1 pith:NKWQ3S4N 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
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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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