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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.



Item Type: MPRA Paper -

Original Title: Marginal and Interaction Effects in Ordered Response Models-

Language: English-

Keywords: Marginal effect, interaction effect, ordered probit-

Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: GeneralC - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C25 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities-





Autor: Mallick, Debdulal

Fuente: https://mpra.ub.uni-muenchen.de/9617/



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