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Leibniz Universität Hannover >
Wirtschaftswissenschaftliche Fakultät, Universität Hannover >
Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Universität Hannover >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/27196
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Cornelißen, Thomas | | en_US |
| dc.contributor.author | | Sonderhof, Katja | | en_US |
| dc.date.accessioned | | 2008-03-28 | | en_US |
| dc.date.accessioned | | 2009-08-06T13:11:15Z | | - |
| dc.date.available | | 2009-08-06T13:11:15Z | | - |
| dc.date.issued | | 2008 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/27196 | | - |
| dc.description.abstract | | In non-linear regression models, such as the probit model, coefficients cannot be interpreted as marginal effects. The marginal effects are usually non-linear combinations of all regressors and regression coefficients of the model. This paper derives the marginal effects in a probit model with a triple dummy variable interaction term. A frequent application of this model is the regression-based difference-in-difference-in-differences estimator with a binary outcome variable. The formulae derived here are implemented in a Stata program called inteff3 which applies the delta method in order to compute also the standard errors of the marginal effects. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Fachbereich Wirtschaftswiss., Univ. Hannover | | en_US |
| dc.relation.ispartofseries | | Discussion papers // School of Economics and Management of the Hanover Leibniz University 386 | | en_US |
| dc.subject.jel | | C25 | | en_US |
| dc.subject.jel | | C87 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | difference-in-difference-in-differences | | en_US |
| dc.subject.keyword | | probit model | | en_US |
| dc.subject.keyword | | interaction terms | | en_US |
| dc.subject.keyword | | marginal effects | | en_US |
| dc.subject.keyword | | Stata | | en_US |
| dc.subject.stw | | Probit-Modell | | en_US |
| dc.subject.stw | | Marginalanalyse | | en_US |
| dc.subject.stw | | PC-Software | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Marginal effects in the probit model with a triple dummy variable interaction term | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 560549555 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Universität Hannover
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