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来源类型 | Working Paper |
规范类型 | 论文 |
Simplified Marginal Effects in Discrete Choice Models | |
Soren T. Anderson; Richard G. Newell | |
发表日期 | 2003-12-01 |
出版年 | 2003 |
页码 | DP 03-38 |
语种 | 英语 |
摘要 | We show that after a simple normalization of explanatory variables so that they equal zero at some desired reference point, marginal effects for continuous variables in probit and logit models simplify dramatically, becoming a function of only the estimated constant term. We present similar simplifications for computation of the asymptotic variance of marginal effects, as well as for the effects of dummy variables on predicted probabilities. We provide a simple table, which in combination with raw probit or logit estimates, is all one needs to compute the desired effects. |
URL | http://www.rff.org/research/publications/simplified-marginal-effects-discrete-choice-models |
来源智库 | Resources for the Future (United States) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/40722 |
推荐引用方式 GB/T 7714 | Soren T. Anderson,Richard G. Newell. Simplified Marginal Effects in Discrete Choice Models. 2003. |
条目包含的文件 | 条目无相关文件。 |
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