Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 1998
We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...
