• Medientyp: E-Artikel
  • Titel: A Test of Incomplete Additivity in the Multiplicative Interaction Model
  • Beteiligte: Marasinghe, Mervyn G.; Johnson, Dallas E.
  • Erschienen: American Statistical Association, 1982
  • Erschienen in: Journal of the American Statistical Association, 77 (1982) 380, Seite 869-877
  • Sprache: Englisch
  • ISSN: 0162-1459
  • Schlagwörter: Theory and Methods
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: Consider the multiplicative interaction model defined by y<sub>ij</sub> = μ + τ<sub>i</sub> + β<sub>j</sub> + λα<sub>i</sub> γ<sub>j</sub> + ε<sub>ij</sub>, i = 1, 2, ..., t, j = 1, 2, ..., b, where it is assumed that ∑<sub>i</sub> τ<sub>i</sub> = ∑<sub>j</sub> β<sub>j</sub> = ∑<sub>i</sub> α<sub>i</sub> = ∑<sub>j</sub> γ<sub>j</sub> = 0 and ∑<sub>i</sub> α<sup>2</sup><sub>i</sub> = ∑<sub>j</sub> γ<sup>2</sup><sub>j</sub> = 1. It is also assumed that the ε<sub>ij</sub> are distributed NID (0, σ<sup>2</sup>). This article derives the likelihood ratio test of H<sub>0</sub>:Hα = 0 and Gγ = 0 vs. H<sub>a</sub>:Hα ≠ 0 or Gγ ≠ 0, where H is a q × t matrix of row constrasts of rank q and G is a r × b matrix of row constrasts of rank r. An approximation to the critical points of the test statistic is given and tables are given for a few selected values of b, t, q, and r. An improved estimator of σ<sup>2</sup> is derived, and all results are illustrated with an example.