Marginal and Interaction Effects in Ordered Response Models
AbstractIn 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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Bibliographic InfoPaper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number 2008_13.
Length: 11 pages
Date of creation: 23 Oct 2008
Date of revision:
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Marginal effect; interaction effect; ordered probit;
Other versions of this item:
- Mallick, Debdulal, 2008. "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper 9617, University Library of Munich, Germany.
- Debdulal Mallick, 2009. "Marginal and Interaction Effects in Ordered Response Models," EERI Research Paper Series EERI_RP_2009_22, Economics and Econometrics Research Institute (EERI), Brussels.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
This paper has been announced in the following NEP Reports:
- NEP-DCM-2009-04-25 (Discrete Choice Models)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Spanos,Aris, 1999. "Probability Theory and Statistical Inference," Cambridge Books, Cambridge University Press, number 9780521424080, October.
- Stefan Boes & Rainer Winkelmann, 2005.
"Ordered Response Models,"
0507, University of Zurich, Socioeconomic Institute.
- Debdulal Mallick & Mohammad Rafi, 2008. "Are the Female Headed Households More Food Insecure? Evidence from Bangladesh," Economics Series 2008_08, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Jing Lan & Alistair Munro, 2012.
"Environmental Compliance and Human Capital: Evidence from Chinese Industrial Firms,"
GRIPS Discussion Papers
12-05, National Graduate Institute for Policy Studies.
- Lan, Jing & Munro, Alistair, 2013. "Environmental compliance and human capital: Evidence from Chinese industrial firms," Resource and Energy Economics, Elsevier, vol. 35(4), pages 534-557.
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