Simplified marginal effects in discrete choice models

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Simplified marginal effects in discrete choice models

We show that with a simple normalization of explanatory variables, marginal effects in probit and logit models simplify dramatically, becoming a function of only the estimated constant term. Related simplifications hold for computation of asymptotic variances of these effects. D 2003 Elsevier B.V. All rights reserved.

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ژورنال

عنوان ژورنال: Economics Letters

سال: 2003

ISSN: 0165-1765

DOI: 10.1016/s0165-1765(03)00212-x