Marginal effects in the probit model with a triple dummy variable interaction term

Research, Preprint English OPEN
Cornelißen, Thomas ; Sonderhof, Katja (2008)
  • Publisher: Hannover: Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
  • Subject: difference-in-difference-in-differences | Probit-Modell | C87 | C25 | Stata | interaction terms | Marginalanalyse | difference-in-difference-in-differences, probit model, interaction terms, marginal effects, Stata | probit model | PC-Software | Theorie | marginal effects
    • jel: jel:C87 | jel:C25
      ddc: ddc:330
    arxiv: Statistics::Methodology | Statistics::Computation | Statistics::Machine Learning

In non-linear regression models, such as the probit model, coefficients cannot be interpreted as marginal effects. The marginal effects are usually non-linear combinations of all regressors and regression coefficients of the model. This paper derives the marginal effect... View more
  • References (8)

    Adj R-squared = 0.2462 Root MSE = .30621

    [1] Ai, C. and E. C. Norton (2003): Interaction terms in logit and probit models, Economics Letters, 80, pp. 123-129.

    [2] Davidson, R. and J. MacKinnon (2004): Econometric Theory and Methods, Oxford University Press, New York.

    [3] Greene, W. (2003): Econometric Analysis, Prentice Hall, New Jersey.

    [4] Gruber, J. (1994): The Incidence of Mandated Maternity Bene ts, The American Economic Review, Vol. 84, No. 3, pp. 622-641.

    [5] Gruber, J. and J. Poterba (1994): Tax Incentives and the Decision to Purchase Health Insurance: Evidence from the Self-Employed, The Quarterly Journal of Economics, Vol. 109, No. 3, pp. 701-733.

    [6] Norton, E. C., H. Wang and C. Ai (2004): Computing interaction e ects and standard errors in logit and probit models, The Stata Journal, 4(2), 154-167.

    [7] Puhani, P. (2008): The Treatment E ect, the Cross Di erence, and the Interaction Term in Nonlinear "Di erence-in-Di erences" Models, IZA Discussion Paper No. 3478.

  • Similar Research Results (2)
  • Metrics
    No metrics available
Share - Bookmark