A Mann-Whitney type effect measure of interaction for factorial designs

We propose a measure for interaction for factorial designs that is formulated in terms of a probability similar to the effect size of the Mann-Whitney test. It is shown how asymptotic confidence intervals can be obtained for the effect size and how a statistical test can be constructed. We further show how the test is related to the test proposed by Bhapkar and Gore [Sankhya A, 36:261-272 (1974)]. The results of a simulation study indicate that the test has good power properties and illustrate when the asymptotic approximations are adequate. The effect size is demonstrated on an example dataset.