OBJECTIVES To explain the use of interaction terms in nonlinear models. STUDY DESIGN We discuss the motivation for including interaction terms in multivariate analyses. We then explain how the straightforward interpretation of interaction terms in linear models changes in nonlinear models, using graphs and equations. We extend the basic results from logit and probit to difference-in-differenc...

In this work, we consider a multivariate regression model with one-sided errors. We assume for the function to lie in general Hölder class and estimate it via nonparametric local polynomial approach that consists of minimization integral approximation lying above data points. While consideration covariates offers an undeniable opportunity from application-oriented standpoint, requires new metho...