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TWO-WAY CHANGE-POINT MODEL AND ITS APPLICATION
Authors:Chihiro  Hirotsu
Institution:Dept of Mathematical &Information Physics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113, Japan.
Abstract:Exact null and alternative distributions of the two-way maximally selected x2 for interaction between the ordered rows and columns are derived for each of the normal and Poisson models, respectively. The method is one of the multiple comparison procedures for ordered parameters and is useful for defining a block interaction or a two-way change-point model as a simple alternative to the two-way additive model. The construction of a confidence region for the two-way change-point is then described. An important application is found in a dose-response clinical trial with ordered categorical responses, where detecting the dose level which gives significantly higher responses than the lower doses can be formulated as a problem of detecting a change in the interaction effects.
Keywords:Cross-product ratio  doubly accumulated statistic  interaction contrast  multiple comparisons for change-point parameters  two-way ordered hypothesis
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