Computing Interaction Effects and Standard Errors in Logit and Probit Models

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Summary

The command inteff computes the correct marginal effect of a change in two interacted variables for a logit or probit model, as well as the correct standard errors.

Type
article
Published
2004-06-01
Cited by
1,883
References
2
Access
Open access

Keywords

Logit, Probit, Ordered probit, Econometrics, Probit model

References

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