Hi,
I am running a recursive bivariate probit regression and i would like to
estimate the marginal effects of the variables. When I use mfx, i get results,
however no distinction is made between the direct and indirect effect of the
variables.
For instance, assume the following model:
y1=f(x1,x2,y2)
y2=f(x1,x3)
This model can be estimated using a recursive bivariate model (biprobit). It is
clear that x1 has a direct effect on y1 and an indirect effect on y1 through y2.
When using mfx, i only get one marginal effect of x1. How should this be
interpreted. Is this the total effect? And if so, how can i split up this effect
in a direct and indirect effect.
Thanks
Stijn Bruyneel
Ph.D. student
Hasselt University
Department of Business Administration
Faculty of Applied Economics
Agoralaan - building D
3590 Diepenbeek (Belgium)
tel: +32 11 26 86 38
fax: +32 11 26 87 00
e-mail: [email protected]
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