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st: Marginal effects in Probit
From
Shikha Sinha <[email protected]>
To
[email protected]
Subject
st: Marginal effects in Probit
Date
Mon, 6 Aug 2012 19:45:57 -0700
Hi all,
I am running a probit model as my dependent variable is binary. For
ease of interpretation, I am estimating marginal effects at mean.
My question: What is the relationship between the magnitudes of (a)
probit coefficient and (b) marginal effects at mean? Is (a) always
bigger than (b) or vice versa? Is it possible to say a prioro, on what
factors these magnitudes would depend?
Thanks,
Shikha
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