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
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
Journal title :
Economics Letters
