A Simple Analytic Approach to Regression with or without Interaction Terms: Integrating the Covariance Structure Model and the Delta Method

-scores are included. Two numeric examples are used to compare our analytic approach with the existing methods, and simulation studies are conducted to further evaluate the performances of regular regression, our analytic approach, and the nonparametric bootstrap procedure at finite sample sizes. It is found that (1) regular regression performs well only when the variances of predictor variables are small, (2) our analytic approach performs well at the sample size of 200 or larger, and (3) the nonparametric bootstrap procedure performs (almost) perfectly in all conditions.