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https://hdl.handle.net/10419/27196
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Cornelißen, Thomas | en |
dc.contributor.author | Sonderhof, Katja | en |
dc.date.accessioned | 2008-03-28 | - |
dc.date.accessioned | 2009-08-06T13:11:15Z | - |
dc.date.available | 2009-08-06T13:11:15Z | - |
dc.date.issued | 2008 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aLeibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |cHannover | en |
dc.relation.ispartofseries | |aDiskussionsbeitrag |x386 | en |
dc.subject.jel | C25 | en |
dc.subject.jel | C87 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | difference-in-difference-in-differences | en |
dc.subject.keyword | probit model | en |
dc.subject.keyword | interaction terms | en |
dc.subject.keyword | marginal effects | en |
dc.subject.keyword | Stata | en |
dc.subject.stw | Probit-Modell | en |
dc.subject.stw | Marginalanalyse | en |
dc.subject.stw | PC-Software | en |
dc.subject.stw | Theorie | en |
dc.title | Marginal effects in the probit model with a triple dummy variable interaction term | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 560549555 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:han:dpaper:dp-386 | en |
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