Use the simulations just like we did in the class.
Kosuke
On Tue, 29 Apr 2003, Anna Lorien Nelson wrote:
When you run a linear regression that includes
interaction terms, how do
you interpret the standard errors?
For instance, we have two dummy variables, one that indicates the presence
of a popular initiative on a ballot and another that indicates whether a
presidential race was held that year. So we get estimated coefficients
and standard errors for:
initiative
presrace
initiative*presrace
When initiative and presrace both = 1 (both present on the ballot), the
total predicted effect of the presence of an initiative equals the
coefficient on initiative plus the coefficient on initiative*presrace.
What is the standard error for this predicted effect? Do we add together
the standard errors for initiative + initiative*presrace, or do something
else?
Thanks!
Anna
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