Marginal Effects in the Bivariate Probit Model.

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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Year of publication:	1996
Authors:	Greene, W.H.
Institutions:	Economics Department, Stern School of Business
Subject:	ECONOMIC MODELS

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	6 pages
Classification:	C13 - Estimation ; C25 - Discrete Regression and Qualitative Choice Models ; C35 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005101740