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RE: st: Source for Interaction Term Interpretation


From   "David M. Drukker, StataCorp" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Source for Interaction Term Interpretation
Date   Thu, 18 Mar 2004 07:31:51 -0600

Eric Hixson <HIXSONE@ccf.org> asked for a source that discusses how to
interpret an interaction term in a nonlinear model.  I would recommend that
Eric take a look at "Interaction terms in logit and probit models" by
Chunrong Ai and Edward Norton that appeared in Economics Letters 80 (2003)
pages 123-129.  Despite the title, the article covers a wide class of
nonlinear models including the -mlogit- case which is of interest to Eric.

     --David
       ddrukker@stata.com
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