William H. Greene
Abstract
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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.
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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.
Key concepts: Multivariate probit model, Heteroscedasticity, Econometrics, Bivariate analysis, Multinomial probit, Probit model, Probit, Statistics