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st: interaction without linear terms


From   "Wanli Zhao" <[email protected]>
To   <[email protected]>
Subject   st: interaction without linear terms
Date   Wed, 23 May 2007 00:50:12 -0400

I have a basic(?) econometric question on regressions with interactions. My
search on this did not product much. Do I have to include the linear terms
in the regression when I also have interactions (include x & y when I have
x*y)?  What does it mean when I drop x, or y or BOTH (always keep x*y)? Any
help is highly appreciated (occasions where different model is suitable),
especially what I should get to read!

Wanli

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