On the detectability of different forms of interaction in regression models

DOI10.1007/S00184-010-0330-8zbMATH Open1239.62069arXiv0711.4011OpenAlexW2044544009MaRDI QIDQ427481FDOQ427481

Paul Gustafson, Juxin Liu

Publication date: 13 June 2012

Published in: Metrika (Search for Journal in Brave)

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).

Full work available at URL: https://arxiv.org/abs/0711.4011

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zbMATH Keywords

score functionWald test-statisticmisspecified modeldiffuse interaction modelspairwise interaction models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Testing Statistical Hypotheses
• Performance of tests of association in misspecified generalized linear models
• On measuring sensitivity to parametric model misspecification

Cited In (1)

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Uses Software

• BMA

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