Measures of probability changes in binary choice models: a comparative study

M. Teresa Aparicio and Inmaculada Villanua

Applied Economics Letters, 1997, vol. 4, issue 12, 761-763

Abstract: A measure of probability changes in probit and logit dichotomous models is proposed based of the efficient use of sampling information, specifically using the average of the derivatives, as opposed to the traditional practice of calculating the derivative at the mean value. The two strategies are compared using a simulation exercise which reveals their respective robustness.

Date: 1997
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DOI: 10.1080/758528723

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