Interaction terms in logit and probit models
Interaction terms in logit and probit models
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DOI：
10.1016/s0165-1765(03)00032-6
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发表时间：
2003-07-01
影响因子：
2
通讯作者：
Norton, EC
中科院分区：
文献类型：
--
作者：
Ai, CR;Norton, EC
非线性模型中相互作用效应的大小不等于相互作用项的边际效应，可能具有相反的符号，并且其统计显著性不由标准软件计算。给出了非线性模型中相互作用效应的大小和标准误差的正确估计方法。(C)2003 Elsevier Science B.V.保留所有权利。
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.