Interaction effects capture the impact of one explanatory variable x 1 on the marginal effect of another explanatory variable x 2. To explore interaction effects, the so-called interaction terms x 1 x 2 are typically included in estimation specifications. While in linear models the effect of a...

This article illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman's sample selection model, an increasingly common econometric specification in economics and political science. The discussion draws on an analysis by Sweeney (2003)...