@TechReport{dp-386,
author = {Cornelissen, Thomas and Sonderhof, Katja},
astring = {Thomas Cornelissen and Katja Sonderhof},
title = {Marginal effects in the probit model with a triple dummy
variable interaction term},
month = {January},
year = {2008},
pages = {14},
size = {106},
number = {386},
language = {en},
keywords = {difference-in-difference-in-differences, probit model,
interaction terms, marginal effects, Stata},
jelclass = {C25, C87},
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.}
}