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Marginal and Interaction Effects in Ordered Response Models

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Author Info
Debdulal Mallick () (Deakin University)
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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Publisher 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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Related research
Keywords: Marginal effect; interaction effect; ordered probit;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-12-13.

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