A research team is evaluating a weight loss intervention using a randomized trial.

They think that the intervention might be more effective for female participants than for male participants. From their trial they derive a dataset with 160 participants: 80 men and 80 women, equally divided between the intervention and control groups.

The dataset contains the following variables: WGTLOSS, the amount of weight (in kilograms) each participant lost between baseline and 6-month follow-up assessments; TREAT, which takes the value 1 for individuals who were randomized to the intervention group and 0 for individuals who were randomized to the control group; and MALE, a 0 or 1 indicator that the participant is male rather than female.

They derive the interaction variable TRTMALE as the product of TREAT and MALE, and then fit the following linear regression model:

E [WGTLOSS_i] = ₀ + ₁TREAT_i + ₂MALE_i + ₃TRTMALE_i

How should the investigators interpret their estimate of the intercept ₀?