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Marginal and interaction effects in ordered response models

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posted on 2008-09-01, 00:00 authored by D Mallick
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.

History

Language

eng

Publication classification

CN Other journal article

Pagination

1-9

Publisher

Deakin University, School of Accounting, Economics and Finance

Place of publication

Geelong, Vic.

Series

School Working Paper - Economics Series ; SWP 2008/13

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