Marginal and interaction effects in ordered response models

Mallick, Debdulal 2008, Marginal and interaction effects in ordered response models, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Marginal and interaction effects in ordered response models
Author(s) Mallick, DebdulalORCID iD for Mallick, Debdulal orcid.org/0000-0002-3919-4784
Publication date 2008-09
Series School Working Paper - Economics Series ; SWP 2008/13
Total pages 9
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) C12
C25
Marginal effect
interaction effect
ordered probit
RePEc:dkn:econwp:eco_2008_13
Summary 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.
Language eng
HERDC Research category CN.1 Other journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30076261

Document type: Report
Collections: Faculty of Business and Law
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