Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/27196
Authors: 
Cornelißen, Thomas
Sonderhof, Katja
Year of Publication: 
2008
Series/Report no.: 
Discussion papers // School of Economics and Management of the Hanover Leibniz University 386
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.
Subjects: 
difference-in-difference-in-differences
probit model
interaction terms
marginal effects
Stata
JEL: 
C25
C87
Document Type: 
Working Paper

Files in This Item:
File
Size
106.36 kB





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