Testing Hypotheses About Interaction Terms in Nonlinear Models

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چکیده

A recent, widely discussed contribution to econometric practice by Ai and Norton (2003) has proposed an approach to analyzing interaction effects of variables in nonlinear models. The authors focus attention on a binary choice (logit) model, though their results are easily extended to other nonlinear models. The main result of the study applies to a model that contains an interaction term, such as

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تاریخ انتشار 2009