Interaction terms in logit and probit models

被引：3341
|
作者：
Ai, CR
Norton, EC
机构：
[1] Univ N Carolina, Sch Publ Hlth, Dept Hlth Policy & Adm, Chapel Hill, NC 27599 USA
[2] Univ Florida, Gainesville, FL USA
来源：
ECONOMICS LETTERS | 2003年 / 80卷 / 01期
关键词：
interaction effect; interaction term; logit; probit; nonlinear models;
D O I：
10.1016/S0165-1765(03)00032-6
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：123 / 129
页数：7
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