4.4 Article

Testing hypotheses about interaction terms in nonlinear models

Journal

ECONOMICS LETTERS
Volume 107, Issue 2, Pages 291-296

Publisher

ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2010.02.014

Keywords

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

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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.

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