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RE: st: Interaction model

From   Cameron McIntosh <>
Subject   RE: st: Interaction model
Date   Fri, 10 Feb 2012 22:59:12 -0500

I might also suggest:
Karaca-Mandic, P., Norton, E.C., & Dowd, B. (2012). Interaction Terms in Nonlinear Models. Health Services Research, 47(1, Pt. 1), 255–274.

Greene, W. (2010). Testing hypotheses about interaction terms in nonlinear models. Economics Letters, 107(2), 291-296.

Cornelissen, T., & Sonderhof, K. (2009). Partial effects in probit and logit models with a triple dummy-variable interaction term. The Stata Journal, 9(4), 571-583.

Cornelissen, T., & Sonderhof, K. (January 29, 2008). INTEFF3: Stata module to compute partial effects in a probit or logit model with a triple dummy variable interaction term.

Puhani, P.A. (April 2008). The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear "Difference-in-Differences" Models. IZA Discussion Paper No. 3478.  Bonn, Germany: IZA.

Jaccard, J. (2001). Interaction effects in logistic regression. Quantitative Applications in the Social Sciences Series, No. 135. Thousand Oaks, CA: Sage Publications.

Flom, P.L., & Strauss, S.M. (2003). Some Graphical Methods for Interpreting Interactions in Logistic and OLS Regression. Multiple Linear Regression Viewpoints, 29(1), 1-7.

Buis, M.L. (2010). Stata tip 87: Interpretation of interactions in non-linear models. The Stata Journal, 10(2), 305-308.

Norton, E.C., Wang, H., & Ai, C. (2004). Computing interaction effects and standard errors in logit and probit models. The Stata Joumal, 4(2), 154-167.

Hayes, A.F., & Matthes, J. (2009). Computational procedures for probing interactions in OLS and logistic regression: SPSS and SAS implementations. Behavior Research Methods, 41, 924-936.

Dawson, J.F., & Richter, A.W. (2006). Probing three-way interactions in moderated multiple regression: development and application of a slope difference test. Journal of Applied Psychology, 91(4), 917-926.

Ai, C., & Norton, E. C. (2003). Interaction terms in logit and probit models. Economic Letters, 80, 123-129.


> Date: Fri, 10 Feb 2012 14:10:52 -0500
> Subject: Re: st: Interaction model
> From:
> To:
> You may want to look at
> David W. Hosmer and Stanley Lemeshow, Applied Logistic Regression,
> second edition. Wiley, 2000. (The authors are working on a third
> edition, but I don't know their timetable.)
> Also, the chapters on logistic regression in
> Alan Agresti, Categorical Data Analysis, second edition. Wiley, 2002.
> (A third edition is in the works. The author should be turning the
> manuscript over to Wiley about now.)
> If you find that book too technical, try
> Alan Agresti, An Introduction to Categorical Data Analysis, second
> edition. Wiley, 2007.
> Hosmer and Lemeshow use examples from medicine and public health.
> Agresti's examples are quite diverse. Some of them illustrate the
> model-building process that I suggested.
> David Hoaglin
> On Fri, Feb 10, 2012 at 9:27 AM, Lauren Beresford <> wrote:
> > Hello Statalisters,
> > Just a quick question here.  I am running "saturated models" with higher order three-way interactions and lower order two-way interactions as David describes below (although with a binary dv using logistic regression).
> > I am wondering if anyone knows of some good papers or books related to these sorts of models?
> > Best,Lauren Beresford
> > Doctoral Candidate, SociologyUC Berkeley
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