substantive interpretation of interaction terms in regression models. A large literature now describes the difficulties of such interpretations in both linear and non-linear regression models. This vignette walks through some of that interpretation.</p>
<div id="interactions-in-ols" class="section level3">
<h3 class="hasAnchor">
<a href="#interactions-in-ols" class="anchor"></a>Interactions in OLS</h3>
<p>If we begin with a simple example of a regression model with an interaction term, the difficulties of i