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Comparing marginal effects between different models and/or samples

Author

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  • Jörg Schwiebert

    (Leuphana University Lüneburg)

Abstract

This paper proposes a simple approach to comparing marginal effects between different models and/or samples. A Generalized Method of Moments estimation framework is set up in which the equality of marginal effects between models/samples can be tested quite easily. Three relevant examples of potential application are provided. Stata code in the appendix shows that an implementation of the proposed approach in practice is quite simple.

Suggested Citation

  • Jörg Schwiebert, 2016. "Comparing marginal effects between different models and/or samples," Economics Bulletin, AccessEcon, vol. 36(4), pages 2324-2332.
    • Handle: RePEc:ebl:ecbull:eb-16-00143
    as

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    File URL: http://www.accessecon.com/Pubs/EB/2016/Volume36/EB-16-V36-I4-P225.pdf
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    References listed on IDEAS

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    Cited by:

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    More about this item

    Keywords

    Average marginal effects; Generalized method of moments; Linear probability model; Marginal effects; Probit model;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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