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  • Nonlinearity of Interaction Terms

    Hello, good afternoon.

    Consider I have the model below:

    reg Y A B A*B, where Y (dependent variable) and A and B are all continuous variables. A*B is the Interaction term

    I now want to check if the interaction term is nonlinear. How can I do this in stata using recent methods of the econometrics literature? I am having a hard time finding recent references for regressions like this.

    Thanks
    Last edited by Fredie Didier; 07 Sep 2025, 06:25.

  • #2
    One approach is presented here: https://www.statalist.org/forums/for...402#post152440
    Best wishes

    Stata 18.0 MP | ORCID | Google Scholar

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