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Testing hypotheses about interaction terms in nonlinear models

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  • Greene, William

Abstract

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.

Suggested Citation

  • Greene, William, 2010. "Testing hypotheses about interaction terms in nonlinear models," Economics Letters, Elsevier, vol. 107(2), pages 291-296, May.
    • Handle: RePEc:eee:ecolet:v:107:y:2010:i:2:p:291-296
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    1. Andreas Million & Regina T. Riphahn & Achim Wambach, 2003. "Incentive effects in the demand for health care: a bivariate panel count data estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 387-405.
    2. Ai, Chunrong & Norton, Edward C., 2003. "Interaction terms in logit and probit models," Economics Letters, Elsevier, vol. 80(1), pages 123-129, July.
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