I really invite you to have a look at this web page by Matt Golder
full of hints about multiplicative interaction terms, correct standard
errors and Stata codes, which is a companion of:
Thomas Brambor, William Roberts Clark, Matt Golder
"Understanding Interaction Models: Improving Empirical Analyses"
(Political Analysis 14: 63-82),
http://homepages.nyu.edu/~mrg217/interaction.html
Regarding your point and in brief, they say:
"We recommend that scholars include all constitutive terms in their
interaction model specifications".
Hope this helps
Mirko
On 5/23/07, Richard J Stoll <[email protected]> wrote:
On Wed, 23 May 2007, Wanli Zhao wrote:
> 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!
>
Yes.
The "classic" article in political science is:
Friedrich, Robert. 1982. "In Defense of Multiplicative Terms in Multiple
Regression Equations." American Journal of Political Science 26: 797-833.
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