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  • Threshold model with moderating effect

    Dear all,

    Studying a Moderating role of M variable in a nonlinear relationship ( X on Y) through a threshold model, i would like to know if the output of the regression indicates systematically that the relationship between Y and X is nonlinear Or i need to run a separate regression to find out ?

    For example the following regression:
    Click image for larger version

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    We have the threshold variable (leasing) other than the independent variable (loans) ...
    So in this regression, if i find that is nonlinear, it means that the loans-dgdp nexus is nonlinear ( loans is the independent variable and the threshold variable at the same time) ??

    Kind regards,
    Sedki

  • #2
    Dear Prof. River Huang

    I would appreciate your help

    Kind regards,
    Sedki
    ​​​​​​

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    • #3
      Dear all,

      Any idea please!

      Kind regards,
      Sedki

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