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Marginal and Interaction Effects in Ordered Response Models

Debdulal Mallick

MPRA Paper from University Library of Munich, Germany

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: 2008-07
New Economics Papers: this item is included in nep-dcm and nep-ecm
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https://mpra.ub.uni-muenchen.de/9617/1/MPRA_paper_9617.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/13325/1/MPRA_paper_13325.pdf revised version (application/pdf)

Related works:
Working Paper: Marginal and Interaction Effects in Ordered Response Models (2009) Downloads
Working Paper: Marginal and interaction effects in ordered response models (2008)
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