Interaction effects in econometrics
AbstractWe provide practical advice for applied economists regarding robust specification and interpretation of linear regression models with interaction terms. We replicate a number of prominent published results using interaction effects and examine if they are robust to reasonable specification permutations.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 38608.
Date of creation: 10 Apr 2012
Date of revision:
Non-Linear Regression; Interaction Terms;
Other versions of this item:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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