I would like to compute the confidence interval for an interaction term.
I have the following model:
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y_{t}=\beta_{1}x_{1}+\beta_{2}x_{2}+\beta_{3}(x_{1}+x_{2})
The total effect of
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x_{1}
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\beta_{1}+\beta_{2}x_{2}
I am just wondering what is the formula for computing the confidence interval of this total effect.
Thank you very much