Marginal Effects in the Bivariate Probit Model
AbstractThis 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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Bibliographic InfoPaper provided by New York University, Leonard N. Stern School of Business, Department of Economics in its series Working Papers with number 96-11.
Length: 6 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
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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- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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