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Marginal and Interaction Effects in Ordered Response Models

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Abstract

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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File URL: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2008_13eco.pdf
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Bibliographic Info

Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number 2008_13.

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Length: 11 pages
Date of creation: 23 Oct 2008
Date of revision:
Handle: RePEc:dkn:econwp:eco_2008_13

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Keywords: Marginal effect; interaction effect; ordered probit;

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  1. Stefan Boes & Rainer Winkelmann, 2006. "Ordered response models," AStA Advances in Statistical Analysis, Springer, Springer, vol. 90(1), pages 167-181, March.
  2. repec:cup:cbooks:9780521424080 is not listed on IDEAS
  3. Ai, Chunrong & Norton, Edward C., 2003. "Interaction terms in logit and probit models," Economics Letters, Elsevier, Elsevier, vol. 80(1), pages 123-129, July.
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Cited by:
  1. Jing Lan & Alistair Munro, 2012. "Environmental Compliance and Human Capital: Evidence from Chinese Industrial Firms," GRIPS Discussion Papers, National Graduate Institute for Policy Studies 12-05, National Graduate Institute for Policy Studies.
  2. 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.

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