Testing hypotheses about interaction terms in nonlinear models

被引：487

作者：

Greene, William ^{[1
]}

机构：

[1] NYU, Dept Econ, Stern Sch Business, New York, NY 10012 USA

来源：

ECONOMICS LETTERS | 2010年 / 107卷 / 02期

关键词：

Interaction effect; Interaction term; Partial effect; Probit; Nonlinear models;

D O I：

10.1016/j.econlet.2010.02.014

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We examine the interaction effect in nonlinear models discussed by Ai and Norton (2003). Tests about partial effects and interaction terms are not necessarily informative in the context of the model. We suggest ways to examine the effects that do not involve statistical testing. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：291 / 296

页数：6

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