Statistical methods/details for confidence interval for probit models with an interaction term

Jogger560 — Mon, 03 Jun 2024 16:54:54 GMT

Hello,

I fitted a probit model with an interaction term by using the Fit Model platform and specifying the

Effects( A, B, A*B ), where :A is a continuous variable and B is a dichotomous variable. In the parameter estimates section I got the Lower CLs and Upper CIs for the intercept, A, B, A*B. terms, respectively. Could you provide some details about how the confidence intervals are calculated for them (intercept, A, B, and A*B )?

Also, for a typical linear regression model (unrelated to my above scenario) fitted using the Fit Model platform, how are the confidence intervals in the parameter estimates section calculated.

Thanks!

Best,

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Statistical methods/details for confidence interval for probit models with an interaction term