We should include an interaction variable in a regression model if we believe that the effect of one explanatory variable $X _ { 1 }$
on the response variable Y depends on the value of another explanatory variable $X _ { 2 }$
.

Question

We should include an interaction variable in a regression model if we believe that the effect of one explanatory variable $X _ { 1 }$ 
on the response variable Y depends on the value of another explanatory variable $X _ { 2 }$ 
.

Quizplus · Accepted Answer

An interaction variable is included in a regression model to capture the effect of one explanatory variable on the response variable that changes depending on the level of another explanatory variable.

We Should Include an Interaction Variable in a Regression Model X1X _ { 1 }X1​

We Should Include an Interaction Variable in a Regression Model $X _ { 1 }$