Hi all,

I am examining the interaction effect between X and Y (outcome var is Z) using fixed effects model. However, I have reason to suspect that simply adding an interaction term may not well capture the real picture of how the effect of X on Z varies across the level of Y. So I am wondering if there is any statistical methods (and Stata package) that can determine if there is any cutoff points (in terms of, for instance, percentile i of Y) along the range of Y, around which the effect of X on Z is statistically significantly different from each other below and above the cutoff point?

Thank you very much!