Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/27196 
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dc.contributor.authorCornelißen, Thomasen
dc.contributor.authorSonderhof, Katjaen
dc.date.accessioned2008-03-28-
dc.date.accessioned2009-08-06T13:11:15Z-
dc.date.available2009-08-06T13:11:15Z-
dc.date.issued2008-
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
dc.language.isoengen
dc.publisher|aLeibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |cHannoveren
dc.relation.ispartofseries|aDiskussionsbeitrag |x386en
dc.subject.jelC25en
dc.subject.jelC87en
dc.subject.ddc330en
dc.subject.keyworddifference-in-difference-in-differencesen
dc.subject.keywordprobit modelen
dc.subject.keywordinteraction termsen
dc.subject.keywordmarginal effectsen
dc.subject.keywordStataen
dc.subject.stwProbit-Modellen
dc.subject.stwMarginalanalyseen
dc.subject.stwPC-Softwareen
dc.subject.stwTheorieen
dc.titleMarginal effects in the probit model with a triple dummy variable interaction term-
dc.type|aWorking Paperen
dc.identifier.ppn560549555en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:han:dpaper:dp-386en

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