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Testing for Interaction in Binary Logit and Probit Models

Is a Product Term Essential

Bibliographic Data

ID6230138
AuthorsWilliam D Berry (0000-0002-2861-443X, Florida State University), Jacqueline Hr Demeritt, Jacqueline H R Demeritt (University of North Texas), Justin E Esarey (0000-0002-6592-770X, Emory University), Justin Esarey
Year2010
Volume54
Issue1
Pages248-266
Publication date2010-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueAmerican Journal of Political Science (JOURNAL)
Journal identifiersISSN: 0092-5853 • E-ISSN: 1540-5907
PublisherWiley (PUBLISHER • GB)
DOI10.1111/j.1540-5907.2009.00429.x
OpenAlexW2027781606
LanguageEN
Citations received235
References cited36

Political scientists presenting binary dependent variable (BDV) models often hypothesize that variables interact to influence the probability of an event, Pr(Y). The current typical approach to testing such hypotheses is (1) estimate a logit or probit model with a product term, (2) test the hypothesis by determining whether the coefficient for this term is statistically significant, and (3) characterize the nature of any interaction detected by describing how the estimated effect of one variable on Pr(Y) varies with the value of another. This approach makes a statistically significant product term necessary to support the interaction hypothesis. We show that a statistically significant product term is neither necessary nor sufficient for variables to interact meaningfully in influencing Pr(Y). Indeed, even when a logit or probit model contains no product term, the effect of one variable on Pr(Y) may be strongly related to the value of another. We present a strategy for testing for interaction in a BDV model, including guidance on when to include a product term

Econometrics · Interaction · Logistic regression · Logit · Multivariate probit model · Ordered probit · Physics · Probit · Probit model · Product (mathematics · Statistics · Term (time · Value (mathematics · Variable (mathematics · Variables · Electoral Systems and Political Participation · Mathematics · Political Conflict and Governance · Political Influence and Corporate Strategies

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Unique citing works235
Citations per year13,06
Citation span2008 - 2026 (19)
Citation velocitycurrent
Highly citedYes
Citation typesNeutral: 234

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