Testing for dummy-variable effects in semi-logarithmic regressions

McKinley L. Blackburn

Applied Economics Letters, 2023, vol. 30, issue 3, 292-296

Abstract: Applied economists often use a non-linear function to estimate percentage-change effects of dummy variables in semi-logarithmic models. Delta-method-based inference on these marginal effects is questionable, especially as the dummy variable can be arbitrarily defined to increase the suggestion of evidence of an impact. Inference should instead be based on the untransformed coefficient.

Date: 2023
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DOI: 10.1080/13504851.2021.1985059

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