This paper stresses the importance of a close link between theory and methodology. Specifically, in the context of mass communication research this paper (I) defines interactions and nonlinearity; (2) explains the appropriate techniques to test for these effects in survey data; (3) uses four well-known mass communication theories (knowledge gap, diffusion of information and innovations, effects of uses and gratifications, and cultivation) as examples of when to expect and test for these types of effects; and (4) identifies the theoretical and methodological implications of the recent debate on this topic among statisticians in psychology and other disciplines for mass communication researchers.