Marginal Effects in the Bivariate Probit Model

William Greene

Working Papers from New York University, Leonard N. Stern School of Business, Department of Economics

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.

Keywords: ECONOMIC; MODELS (search for similar items in EconPapers)
JEL-codes: C13 C25 C35 (search for similar items in EconPapers)
Pages: 6 pages
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (65)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ste:nystbu:96-11

Access Statistics for this paper

More papers in Working Papers from New York University, Leonard N. Stern School of Business, Department of Economics New York University, Leonard N. Stern School of Business, Department of Economics, 44 West 4th Street, New York, NY 10012-1126. Contact information at EDIRC.
Bibliographic data for series maintained by Amanda Murphy ().