Optimal Scaling of Interaction Effects in Generalized Linear Models

Joost van Rosmalen, Alex Koning and Patrick Groenen ()

No EI 2007-44, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: Multiplicative interaction models, such as Goodman's RC(M) association models, can be a useful tool for analyzing the content of interaction effects. However, most models for interaction effects are only suitable for data sets with two or three predictor variables. Here, we discuss an optimal scaling model for analyzing the content of interaction effects in generalized linear models with any number of categorical predictor variables. This model, which we call the optimal scaling of interactions (OSI) model, is a parsimonious, one-dimensional multiplicative interaction model. We discuss how the model can be used to visually interpret the interaction effects. Two empirical data sets are used to show how the results of the model can be applied and interpreted. Finally, several multidimensional extensions of the one-dimensional model are explored.

Date: 2007-10-01
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repub.eur.nl/pub/10753/EI%20rapport%202007-44.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:10753

Access Statistics for this paper

More papers in Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Contact information at EDIRC.
Bibliographic data for series maintained by RePub ( this e-mail address is bad, please contact ).