EViews.com

Hi, I am trying to get the marginal effect of an x-variable (a dummy) in a probit regression. I.e. if the x-variable I'm interested in is x1, I need to find G(B0 + x1 + B2.x2 +...Bk.xk) - G(B0 + B2.x2 +...Bk.xk). I understand that usually, the other x-variables (other than x1, that is) would be held...

Sorry, could you elaborate a bit more on that?

Thanks for the reply. Just to check - as I understand it, this is what I should do: 1) 'Set it equal to 0', i.e. change the dummy variable (or the backup of the dummy variable) so that every observation is 0 (i.e. x1=0 for each person in my sample) 2) Create another version of the same dummy in whic...

Hi there, I'm trying to get the marginal effects of dummy (i.e. zero-one) x-variables in my probit model. I.e. if the x-variable I'm interested in is x1, I need to find G(B0 + x1 + B1x2 +...Bk.xk) - G(B0 + B1x2 +...Bk.xk). I know EViews lets you get marginal effects of roughly continuous x-variables...