Title of article
Interaction terms in logit and probit models
Author/Authors
Chunrong Ai، نويسنده , , Edward C. Norton، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
7
From page
123
To page
129
Abstract
The magnitude of the interaction effect in nonlinear models does not equal the marginal effect of the interaction term, can be of opposite sign, and its statistical significance is not calculated by standard software. We present the correct way to estimate the magnitude and standard errors of the interaction effect in nonlinear models.
Keywords
interaction effect , Interaction term , Logit , Nonlinear models , Probit
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435215
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