關於調節作用的重要/最新補充文獻:How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice by Jens Hainmueller, Jonathan Mummolo, Yiqing Xu :: SSRN

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How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice

146 Pages Posted: 29 Feb 2016 Last revised: 13 Feb 2017

Jens Hainmueller

Stanford University - Department of Political Science; Stanford Graduate School of Business; Stanford Immigration Policy Lab

Jonathan Mummolo

Stanford University, Department of Political Science, Students

Yiqing Xu

University of California, San Diego

Date Written: February 13, 2017

Abstract

Multiplicative interaction models are widely used in social science to test whether the relationship between an outcome and an independent variable changes with a moderating variable. Current empirical practice overlooks two important problems. First, these models assume a linear interaction effect that changes at a constant rate with the moderator. Second, reliably estimating the conditional effects of the independent variable at all values of the moderator requires sufficient common support. Replicating 46 interaction effects from 22 recent publications in five top political science journals, we find that these core assumptions fail in a majority of cases, suggesting that a large portion of findings across all subfields based on interaction models are modeling artifacts or are at best highly model dependent. We propose simple diagnostics to assess the validity of these assumptions and offer flexible estimation strategies that allow for nonlinear interaction effects and safeguard against excessive extrapolation.

Keywords: interaction effects, regression models, conditional hypothesis

JEL Classification: C10, C14

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