# Tagged Questions

The marginal distribution refers to the probability distribution of a subset of variables contained in a joint distribution.

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### Error: “Maximum number of iterations exceeded” using nlcom in Stata [migrated]

I am trying to estimate the standard error of marginal effects using nlcom in Stata (Delta method) for the limited dependent variable model . We normally compute ...
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### Generating Random Vectors with Arbitrary Marginal Distributions via NORTA

When generating random variates from different marginal distributions using the NORTA (Normal-to-Anything) method, as described in Cario & Nelson 2007, why is $\varrho$ required? To adjust ...
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### Calculating the marginals given the conditional distributions

Suppose $X$ and $Y$ have conditional distributions given by: \begin{align} f(x|y)&\propto ye^{-yx}\;\;\text{for}\;\;0<x<B<\infty\\ g(y|x)&\propto ...
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### How to test differences in budget allocations

Suppose a grant program allows city administrators to allocate the grant across three mutually exclusive categories 1, 2, 3. City administrators are surveyed to ...
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### Positive estimator

Suppose that one can construct an unbiased estimator $X$ of the quantity $E$, is there a way of getting an unbiased and positive estimator of $E^2$? Indeed, if $X_1$ and $X_2$ are two independent ...
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### Same Joint Distribution, different conditional and marginal distribution

I have a group of samples drawn from density function $p(x,y)$, so it has the marginal density $p(x)$ and $p(y)$, and conditional density $p(x|y)$ and $p(y|x)$. In what way I can construct another ...
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### Normalizing a 2D-histogram and getting the marginals

I have a 2D-histogram for two vectors, s1 and s2, generated using the hist3 function in Matlab: [hist2D, binC] = hist3([s1' s2']); I am normalizing it by making ...
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### Marginal of a uniform distribution

Given $f\left(x|\theta\right)=1/\theta, 0\leq x\leq \theta,L\left(\theta, a\right)=\left(a-\theta\right)^2,$ and $\pi\left(\theta\right)=\theta e^{-\theta},\theta\gt 0$ I've seen Problem calculating ...
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### Generating likely populations given a subsample and control totals

Context In transportation planning, agent-based microsimulation is a method to deal with the complexity of the problem. Instead of computing aggregate flows (as in the classical four-step model), ...
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### What is a difference between random effects-, fixed effects- and marginal model?

I am trying to expand my knowledge of statistics. I come from a physical sciences background with a "recipe based" approach to statistical testing, where we say is it continuous, is it normally ...
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### Simulate probit marginal effects with an interaction term

I have the following probit model: ...
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### Is the maximum entropy distribution consistent with given marginal distributions the product distribution of the marginals?

There are generally many joint distributions $P(X_1 = x_1, X_2 = x_2, ..., X_n = x_n)$ consistent with a known set marginal distributions $f_i(x_i) = P(X_i = x_i)$. Of these joint distributions, is ...
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### Marginal effects of a logistic model, and their standard errors

I am using SAS to estimate some logistic models. Usually, I work with either MDs or social scientists, and odds ratios are the preferred metric. But I am now working with a client in economics/law and ...
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### Can we compute bivariate from marginal distributions?

Can we do that? If yes, then what are the conditions which should be met? Thanks.
Suppose we have random variable $X_1$ distributed as $U[0,1]$ and $X_2$ distributed as $U[0,X_1]$, where $U[a,b]$ means uniform distribution in interval $[a,b]$. I was able to compute joint pdf of ...