A reinterpretation of interactions in regressions
AbstractRegression specifications in applied econometrics frequently employ regressors, which are defined as the product of two other regressors to form an interaction. Unfortunately, the interpretation of the results of these models is not as straight forward as in the linear case. In this article, we present a method for drawing inferences for interaction models by defining the partial influence (PI) function. We present an example that demonstrates how one may draw new inferences by constructing the confidence intervals for the PI functions based on the traditional published findings for regressions with interaction terms.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 17 (2010)
Issue (Month): 5 ()
Contact details of provider:
Web page: http://www.tandfonline.com/RAEL20
Other versions of this item:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Joshua D. Angrist & Victor Lavy, 1999. "Using Maimonides' Rule To Estimate The Effect Of Class Size On Scholastic Achievement," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 533-575, May.
- Wo[ss]mann, Ludger & West, Martin, 2006.
"Class-size effects in school systems around the world: Evidence from between-grade variation in TIMSS,"
European Economic Review,
Elsevier, vol. 50(3), pages 695-736, April.
- Woessmann, Ludger & West, Martin R., 2002. "Class-Size Effects in School Systems Around the World: Evidence from Between-Grade Variation in TIMSS," IZA Discussion Papers 485, Institute for the Study of Labor (IZA).
- Ludger Wößmann & Martin R. West, 2002. "Class-Size Effects in School Systems Around the World: Evidence from Between-Grade Variation in TIMSS," Kiel Working Papers 1099, Kiel Institute for the World Economy.
- Adolfo Barajas & Ralph Chami & Reza Yousefi, 2013. "The Finance and Growth Nexus Re-Examined: Do All Countries Benefit Equally?," IMF Working Papers 13/130, International Monetary Fund.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).
If references are entirely missing, you can add them using this form.