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Interaction effects in econometrics

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  • Hatice Ozer Balli
  • Bent Sørensen

Abstract

We provide practical advice for applied economists regarding robust specification and interpretation of linear regression models with interaction terms. We replicate a number of prominently published results using interaction effects and examine if they are robust to reasonable specification permutations. Copyright Springer-Verlag 2013

Suggested Citation

  • Hatice Ozer Balli & Bent Sørensen, 2013. "Interaction effects in econometrics," Empirical Economics, Springer, vol. 45(1), pages 583-603, August.
    • Handle: RePEc:spr:empeco:v:45:y:2013:i:1:p:583-603
    DOI: 10.1007/s00181-012-0604-2
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    More about this item

    Keywords

    Non-linear regression; Interaction terms; C12; C13;
    All these keywords.

    JEL classification:

    • 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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    1. Interaction effects in econometrics (Emp Econ 2013) in ReplicationWiki

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