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Marginal and interaction effects in ordered response models

Debdulal Mallick

Working Papers from Deakin University, Department of Economics

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.

Keywords: Marginal effect; interaction effect; ordered probit (search for similar items in EconPapers)
JEL-codes: C12 C25 (search for similar items in EconPapers)
Date: 2008-09-01
New Economics Papers: this item is included in nep-dcm
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Citations: View citations in EconPapers (2)

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Working Paper: Marginal and Interaction Effects in Ordered Response Models (2009) Downloads
Working Paper: Marginal and Interaction Effects in Ordered Response Models (2008) Downloads
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