EconStor >
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
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorCornelißen, Thomasen_US
dc.contributor.authorSonderhof, Katjaen_US
dc.date.accessioned2008-03-28en_US
dc.date.accessioned2009-08-06T13:11:15Z-
dc.date.available2009-08-06T13:11:15Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/27196-
dc.description.abstractIn 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.isoengen_US
dc.publisherFachbereich Wirtschaftswiss., Univ. Hannoveren_US
dc.relation.ispartofseriesDiscussion papers // School of Economics and Management of the Hanover Leibniz University 386en_US
dc.subject.jelC25en_US
dc.subject.jelC87en_US
dc.subject.ddc330en_US
dc.subject.keyworddifference-in-difference-in-differencesen_US
dc.subject.keywordprobit modelen_US
dc.subject.keywordinteraction termsen_US
dc.subject.keywordmarginal effectsen_US
dc.subject.keywordStataen_US
dc.subject.stwProbit-Modellen_US
dc.subject.stwMarginalanalyseen_US
dc.subject.stwPC-Softwareen_US
dc.subject.stwTheorieen_US
dc.titleMarginal effects in the probit model with a triple dummy variable interaction termen_US
dc.typeWorking Paperen_US
dc.identifier.ppn560549555en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Universität Hannover

Files in This Item:
File Description SizeFormat
560549555.PDF106.36 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.