Testing Treatment-Covariate Interaction in a Nonparametric Analysis of Covariance Model

We consider a recently introduced nonparametric model for Analysis of Covariance and derive an asymptotic test for interaction between covariate and treatment. Furthermore, we suggest data depth techniques to obtain joint confidence regions for the covariate effects in this model.

The finite sample behavior of the asymptotic method is evaluated in simulations. Application of the procedures is illustrated using an epileptic seizures and chemotherapy data set.