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st: MIME-Version: 1.0


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: MIME-Version: 1.0
Date   Thu, 5 May 2011 13:05:30 +0200 (CEST)

Hi to everybody

do you agree that - for an interaction effect to be significant - not only the interaction term needs to be significant, but also the wald test of the difference between the interaction term versus each of the two main effects need to be significant?
And if so, does this rule apply also when one runs a chow test through interaction?


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