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Marginal Effects in the Bivariate Probit Model

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Author Info
Greene, W.H.

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Abstract

This paper derives the marginal effects for a conditional mean function in a bivariate probit model. A general expression is given for a model which allows for sample selectiviy and heteroscedasticity. The computations are illustrated using microeconomic data from a study on credit scoring.

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Publisher Info
Paper provided by New York University, Leonard N. Stern School of Business, Department of Economics in its series Working Papers with number 96-11.

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Length: 6 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:ste:nystbu:96-11

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Postal: New York University, Leonard N. Stern School of Business, Department of Economics, 44 West 4th Street, New York, NY 10012-1126
Phone: (212) 998-0860
Fax: (212) 995-4218
Web page: http://w4.stern.nyu.edu/economics/
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Related research
Keywords: ECONOMIC MODELS;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models

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