Comparing marginal effects between different models and/or samples

Jörg Schwiebert ()
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Jörg Schwiebert: Leuphana University Lüneburg

Economics Bulletin, 2016, vol. 36, issue 4, 2324-2332

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.

Keywords: Average marginal effects; Generalized method of moments; Linear probability model; Marginal effects; Probit model (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2016-12-02
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Citations: View citations in EconPapers (1)

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