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Abstract

A flexible approach to testing the hypothesis of no regression interaction is to test the hypothesis that a generalized additive model provides a good fit to the data, where the components are some type of robust smoother. A practical concern, however, is that there are no published results on how well this approach controls the probability of a Type I error. Simulation results, reported here, indicate that an appropriate choice for the span of the smoother is required so that the actual probability of a Type I error is reasonably close to the nominal level. The technique is illustrated with data dealing with cannabis problems where the usual regression model for interactions provides a poor fit to the data.

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