Balli, Hatice Ozer and Sorensen, Bent E. (2012): Interaction effects in econometrics. Forthcoming in: Empirical Economics
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We 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.
|Item Type:||MPRA Paper|
|Original Title:||Interaction effects in econometrics|
|Keywords:||Non-Linear Regression, Interaction Terms|
|Subjects:||C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General
C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General
|Depositing User:||Hatice Ozer Balli|
|Date Deposited:||07 May 2012 00:40|
|Last Modified:||25 Jan 2017 11:06|
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