Maarten Buis replied to Adrian de la Garza:
> > Also, do you guys know of another source discussing the
> > interpretation of interactions in non-linear models like ordered
> > logit? Is it the same as in standard OLS?
>
>
> This is discussed in: Edward C. Norton, Hua Wang, and Chunrong Ai
> (2004) "Computing Interaction Effects and Standard Errors in Logit and
> Probit Models" The Stata Journal, 4(2), pp. 154--167.
>
> http://www.unc.edu/%7Eenorton/NortonWangAi.pdf
But note also the many pitfalls of estimating such models when
employing interaction effects, as described initially by Allison
(1999) and - now - by a supporting cast of thousands.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Thanks!]
Allison PD (1999) "Comparing Logit and Probit Coefficients Across
Groups", Sociological Methods and Research 28(2), 186-208.
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