Dear List,

I'm interested in performing a permutation test on the interaction between
a binary treatment indicator and a covariate (either continuous or
categorical). I'm interested in the p-value of the interaction effect from
a permutation test, and I'm using the coin package for that purpose.

As I haven't seen any examples like this in the package documentation (or
anywhere else), I'm not sure how to specify the test in this case. For
example, should I interpret the p-value in the example below as the pvalue
of the interaction effect between group and the covariate x.

set.seed(1)
library("coin")
data("rotarod", package = "coin")
x <- rnorm(24)
rotarod <- cbind(rotarod, x)
pvalue(independence_test(time ~ group * x, data = rotarod))


Your advice would be much appreciated.

Regards,
Axel.

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