Testing hypotheses about interaction terms in nonlinear models

Testing hypotheses about interaction terms in nonlinear models
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DOI:
10.1016/j.econlet.2010.02.014
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发表时间:
2010-05-01
期刊:
影响因子:
2
通讯作者:
Greene, William
Greene, William
中科院分区:
经济学4区
文献类型:
--
作者:
Greene, William

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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.