Marginal Effects in the Bivariate Probit Model

10 Pages Posted: 3 Nov 2008

See all articles by William H. Greene

William H. Greene

New York University Stern School of Business

Date Written: June 1996

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 creditscoring.

Keywords: Marginal effects, Bivariate probit

Suggested Citation

Greene, William H., Marginal Effects in the Bivariate Probit Model (June 1996). NYU Working Paper No. EC-96-11, Available at SSRN: https://ssrn.com/abstract=1293106

William H. Greene (Contact Author)

New York University Stern School of Business ( email )

44 West 4th Street
Suite 9-160
New York, NY NY 10012
United States
212-998-0876 (Phone)

HOME PAGE: http://people.stern.nyu.edu/wgreene

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
3,466
Abstract Views
8,639
rank
3,265
PlumX Metrics