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RE: st: Source for Interaction Term Interpretation


From   "Hixson, Eric" <HIXSONE@ccf.org>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Source for Interaction Term Interpretation
Date   Thu, 18 Mar 2004 09:47:16 -0500

I have Applied Logistic Regression 2nd ed and it has been helpful.  Will look for the Ai and Norton article.  Thank you Jim and David.
Eric

________________________________

From: owner-statalist@hsphsun2.harvard.edu on behalf of David M. Drukker, StataCorp
Sent: Thu 3/18/2004 8:31 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Source for Interaction Term Interpretation



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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