A Test of Incomplete Additivity in the Multiplicative Interaction Model
- 1 December 1982
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 77 (380) , 869
- https://doi.org/10.2307/2287320
Abstract
Consider the multiplicative interaction model defined by yij = μ + τ i + β j + λα i γ j + ∈ ij , i = 1, 2, …, t, j = 1, 2, …, b, where it is assumed that Σ i τ i = Σ j β j = Σ i α i = σ j γ j = 0 and γ i α i 2 = γ j γ j 2 = 1. It is also assumed that the ∈ ij are distributed NID (0, σ2). This article derives the likelihood ratio test of H 0: Hα = 0 and Gγ = 0 vs. Ha :Hα ≈ 0 or Gγ ≈ 0, where H is a q × t matrix of row contrasts 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 σ2 is derived, and all results are illustrated with an example.Keywords
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