Title: | Marginal Effects in the Bivariate Probit Model |
Authors: | Greene, William H. |
Keywords: | Marginal effects;Bivariate probit |
Issue Date: | Jun-1996 |
Series/Report no.: | EC-96-11 |
Abstract: | This paper derives the marginal effects for a conditional mean function in the bivariate probit model. A general expression is given for a model which allows for sample selectivity and heteroscedasticity. The computations are illustrated using microeconomic data from a study on credit scoring. |
URI: | http://hdl.handle.net/2451/26254 |
Appears in Collections: | Economics Working Papers |
Files in This Item:
File | Description | Size | Format | |
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EC-96-11.pdf | 2.75 MB | Adobe PDF | View/Open |
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