Interaction Effects and Difference-in-Difference Estimation in Loglinear Models

John Mullahy ()

No 245, NBER Technical Working Papers from National Bureau of Economic Research, Inc

Abstract: In applied econometric work, analysts are concerned often with estimation of and inferences about interaction effects, e.g. 'Does the magnitude of the effect of z1 on y depend on z2? ' This paper develops tests for and proper interpretation of various forms of interaction effects in one prominent class of regression models loglinear models for which the nature of estimated interaction effects has not always been given due attention. The results obtained here have a direct bearing on the interpretation of so-called difference-in-difference estimates when these are obtained using loglinear models. An empirical example of the impacts of health insurance and chronic illness on prescription drug utilization underscores the importance of these issues in practical settings.

JEL-codes: C2 I1 (search for similar items in EconPapers)
Date: 1999-11
New Economics Papers: this item is included in nep-ecm
Note: TWP
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Citations: View citations in EconPapers (23)

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