A study On An Identification of Interactions In A Nonreplicated Two-Way Layout With $L_1$-Estimation

  • Lee, Ki-Hoon (Associate Professor School of Business Jeonju University Chonju Chonbuk)
  • Published : 2000.04.01

Abstract

This paper proposes a method for detecting interactions in a two-way layout with one observation per cell. The identification of interactions in the model is not clear for they are confounding with error terms. The $L_1$-Estimation is robust with respect to a y-direction outlier in linear model so we are able to estimate main effects without affection of interactions, If an observation is classified as an outlier we conclude it contains an interaction. An empirical study compared with a classical method is performed.

Keywords

References

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