Marginal and Interaction Effects in Ordered Response Models


Autoria(s): Mallick,D
Data(s)

01/01/2008

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.

Identificador

http://hdl.handle.net/10536/DRO/DU:30076261

Publicador

Pub

Relação

http://www.deakin.edu.au/buslaw/aef/staff/profiles/mallick.php

Palavras-Chave #C12 #C25 #Marginal effect #interaction effect #ordered probit
Tipo

Book