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

Research, Preprint OPEN
Cornelissen, Thomas; Sonderhof, Katja;
(2008)
  • Publisher: Hannover: Leibniz Universit├Ąt Hannover, Wirtschaftswissenschaftliche Fakult├Ąt
  • 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
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