Interaction Terms in Nonlinear Models
Interaction Terms in Nonlinear Models
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DOI：
10.1111/j.1475-6773.2011.01314.x
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发表时间：
2012-02-01
影响因子：
3.4
通讯作者：
Dowd, Bryan
中科院分区：
文献类型：
--
作者：
Karaca-Mandic, Pinar;Norton, Edward C.;Dowd, Bryan
目标。解释非线性模型中相互作用项的使用。研究设计。我们讨论了在多变量分析中包含交互项的动机。然后，我们使用图形和方程解释了线性模型中相互作用项的直接解释如何在非线性模型中发生变化。我们将logit和probit的基本结果扩展到差中差模型、具有更高解释变量幂的模型、其他非线性模型（包括对数变换和有序模型）和面板数据模型。经验的应用程序。我们将展示如何使用具有二进制结果的公开可用Stata数据集来计算和解释交互效果。Stata 11增加了几个功能，使这些计算更容易。还提供了LIMDEP代码。理解为什么相互作用项被包含在非线性模型中是很重要的，以便清楚地了解它们的实质解释。
Objectives. To explain the use of interaction terms in nonlinear models.Study Design. We discuss the motivation for including interaction terms in multivariate analyses. We then explain how the straightforward interpretation of interaction terms in linear models changes in nonlinear models, using graphs and equations. We extend the basic results from logit and probit to difference-in-differences models, models with higher powers of explanatory variables, other nonlinear models (including log transformation and ordered models), and panel data models.Empirical Application. We show how to calculate and interpret interaction effects using a publicly available Stata data set with a binary outcome. Stata 11 has added several features which make those calculations easier. LIMDEP code also is provided.Conclusions. It is important to understand why interaction terms are included in nonlinear models in order to be clear about their substantive interpretation.