Partial effects in probit and logit models with a triple dummy-variable interaction term

Thomas Cornelissen () and Katja Sonderhof ()
Additional contact information
Katja Sonderhof: Institute of Labour Economics, Leibniz Universität Hannover

Stata Journal, 2009, vol. 9, issue 4, 571-583

Abstract: In nonlinear regression models, such as probit or logit models, coefficients cannot be interpreted as partial effects. The partial effects are usually nonlinear combinations of all regressors and regression coefficients of the model. We derive the partial effects in such models with a triple dummy-variable interaction term. The formulas derived here are implemented in the Stata inteff3 command. The command also applies the delta method to compute the standard errors of the partial effects. We illustrate the use of the command with an em- pirical application, analyzing how the gender gap in labor-market participation is affected by the presence of children and a university degree. We find that the presence of children increases the gender gap in labor-market participation but that this increase is smaller for more highly educated individuals. Copyright 2009 by StataCorp LP.

Keywords: inteff3; probit model; dummy variables; interaction terms; partial effects; labor-market participation (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0178
http://www.stata-journal.com/software/sj9-4/st0178/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:9:y:2009:i:4:p:571-583

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().