Nonlinearity, Multicollinearity and the Probability of Type II Error in Detecting Interaction
分析了在多重共线性下加入二次项对检测交互作用时第二类错误概率的影响，讨论了两种真实模型情形，对多元回归中交互作用的估计有参考价值。
The paper analyzes the impact of the inclusion of quadratic terms on the probability of type II error in testing for interaction in the pres ence of multicollinearity. The analysis focuses on two situations: (a) when the true model includes only linear and interaction terms; and (b) when the true model includes linear, interaction and quadratic terms. The implications of this analysis on the estimation of interaction in multiple regression are discussed.