期刊
ECONOMICS LETTERS
卷 80, 期 1, 页码 123-129出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/S0165-1765(03)00032-6
关键词
interaction effect; interaction term; logit; probit; nonlinear models
类别
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.
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