TY  - JOUR
AU  - Mullahy,John
TI  - Interaction Effects and Difference-in-Difference Estimation in Loglinear Models
JF  - National Bureau of Economic Research Technical Working Paper Series
VL  - No. 245
PY  - 1999
Y2  - November 1999
UR  - http://www.nber.org/papers/t0245
L1  - http://www.nber.org/papers/t0245.pdf
N1  - Author contact info:
John Mullahy
University of Wisconsin-Madison
Dept. of Population Health Sciences
787 WARF, 610 N. Walnut Street
Madison, WI 53726
Tel: 608/265-5410
Fax: 608/263-2820
E-Mail: jmullahy@facstaff.wisc.edu
AB  - 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.
ER  -