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  • Marginal Effect for Bivariate Probit Regression

    Dear Statalist,

    I have question related to the calculation of marginal effects in a bivariate probit regression (biprobit). Let's assume I have the following regression model in which A and B are my two binary dependent variables, and X (continuous) and Y (ranges from 1 to 5) are my independent variables:

    Code:
    biprobit A B X Y
    I am now interested in the marginal effect that X has on A, as well as the marginal effect that Y has on A and B. Given that the calculation of marginal effects in non-linear models is not as straightforward as in linear models, I wanted to make sure that I implement the code correctly.

    I found this earlier discussion on the same topic:
    https://www.stata.com/statalist/arch.../msg00174.html

    After reading this post, I was wondering how to calculate the marginal effect of X on A when there is no theoretical link between X and B. Specifically, I was curious whether (or why not), I could use a probit regression to obtain the marginal effect for X on A.

    With regards & thanks,

    Marvin
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