Marginal and Interaction Effects in Ordered Response Models
Data(s) |
01/01/2008
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Resumo |
In discrete choice models the marginal effect of a variable of interest that is interacted with another variable differs from the marginal effect of a variable that is not interacted with any variable. The magnitude of the interaction effect is also not equal to the marginal effect of the interaction term. I present consistent estimators of both marginal and interaction effects in ordered response models. This procedure is general and can easily be extended to other discrete choice models. |
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Relação |
http://www.deakin.edu.au/buslaw/aef/staff/profiles/mallick.php |
Palavras-Chave | #C12 #C25 #Marginal effect #interaction effect #ordered probit |
Tipo |
Book |