@misc{Cornelien2008Marginal,
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.},
address = {Hannover},
author = {Thomas Corneli\ss{}en and Katja Sonderhof},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C25; C87; 330; difference-in-difference-in-differences; probit model; interaction terms; marginal effects; Stata; Probit-Modell; Marginalanalyse; PC-Software; Theorie},
language = {eng},
number = {386},
publisher = {Fachbereich Wirtschaftswiss., Univ.},
series = {Discussion papers // School of Economics and Management of the Hanover Leibniz University},
title = {Marginal effects in the probit model with a triple dummy variable interaction term},
url = {http://hdl.handle.net/10419/27196},
year = {2008}
}