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
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
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