New subject: [gov2001-l] multinomial logit coefficients

29 Apr 2003

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

[gov2001-l] standard errors of interaction terms