Marginal and Interaction Effects in Ordered Response Models
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.
|Date of creation:||23 Oct 2008|
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- Ai, Chunrong & Norton, Edward C., 2003. "Interaction terms in logit and probit models," Economics Letters, Elsevier, vol. 80(1), pages 123-129, July.
- Stefan Boes & Rainer Winkelmann, 2005.
"Ordered Response Models,"
SOI - Working Papers
0507, Socioeconomic Institute - University of Zurich.
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