# Questions tagged [marginal-effect]

Marginal effects measure the change in the conditional mean of outcome $y$ when regressors change by one unit.

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### Marginal Effect in a Gamma GLM with Quadratic Terms

I am building a gamma GLM regression model with a log link function. The model I fit is below: I understand that I can calculate the marginal effect of x on log(y) by taking the derivative with ...
1 vote
69 views

### Computing and simulating average marginal effect standard error using Delta Method with reproducible codes

I am trying to simulate calculating Average Marginal Effects on a basic linear regression with interaction on a binary variable and compare the empirical standard deviation I get from simulations and ...
1 vote
45 views

### Why marginal effect and average marginal effects are the same for NB regression?

Using the margins() function from the margins R package, I fitted a negative binomial model (...
38 views

### Interpreting main effect with significant interaction term in continuous by continuous multiple regression

I have the classic multiple regression model $Z=β_0+β_1X+β_2Y+β_3XY$ that produces output with a significant interaction term. There's a lot of advice out there (and the formal principle of ...
28 views

### Can confidence intervals be found for the difference in marginal probabilities from two different logistic models of the same sample?

So, I have two multivariable logistic regressions for the same sample. They differ in one independent variable: Model A has a dummy variable for membership in the top 50% (compared to the bottom 50%) ...
10 views

### Residual of marginal effects

I am trying to understand how marginal effects works. If i have calculated Marginal effects of a logit model, does some type of unit error exist? I don't know if this is a correct term, but an error ...
1 vote
41 views

### How to measure marginal effect of interdependent variables on a binary outcome?

My data represents observations on a possible sequences of events that may lead to a positive outcome (y). Each event (A, B, C, D) is dependent on the previous event; for D to occur C must occur, for ...
29 views

I am an R user trying to learn Python. Is there a way to find marginal predictions of an effect in Python? What I mean is finding the prediction of a particular variable while setting all other ...
40 views

### A specific marginal effect for logistic regression

For the logit estimate of the slope parameter,I would like to obtain the marginal effect of the regressor ndisease evaluated at $\Lambda (x'\beta)=\bar{y}$. I obtain the logic estimation as follows: ...
1 vote
63 views

### AUC between estimated lines

Let's say you have a lmer model that test the drug effect of a set of rats with a set of rats (Control): lme1 <- lmer(lVolume ~ Days*Drug + (Days|Drug)) where ...
53 views

### Can Marginal effects and Incidence Rate Ratios be exactly the same?

Consider a boring count data model of citations of an article in relation to its page number and the price of the journal. I prefer an ordinary negative binomial regression. Can it be that the ...
31 views

### Linear mixed-effects model results are significant but estimated marginal means not?

I have a model like: model_goals <- lmerTest::lmer(value ~ goalstimecondition + (1|ID), data = data, REML = TRUE) ...
1 vote
73 views

### Interpreting Multinomial Logistic Regression Results with Interaction Terms

My dependent variable is vote choice between the three major Canadian federal parties, using Liberals as the reference point. I have three different lines of code drawn up to study the effect of ...
35 views

### emmip() - what does the y-axis represent when an offset was included

I used emmip() to create a graph showing an interaction-style plot. In the model (GLMM, poisson distribution) that I fed into the graph the dependent variable (number of visits, count) was adjusted by ...
72 views

### margins when using a log link. problems with the "expression" option

I am trying to reproduce the output of the margins command in Stata after running an xtgee regression with logarithmic link and ...
90 views

### How do I interpret marginal effects in Logit?

Impact of Non-Communicable diseases on Employment, where loss of employment is considered as a dummy variable where: 1 equals loss of job by the patient 0 otherwise A logistic regression with ...
1 vote
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1 vote
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### Why do Shapley values increase over time?

I calculated the Shapley values (using xgboot package, gbm regression model) of several big actors in the cocoa market and received results which I cannot explain: it seems that Shapley increases (the ...
19 views

### Marginal effect of binary choice model

Suppose we have a standard binary choice model. However, the regressors $x$ are partitioned into two parts: $x = (x, d)$, where $X_1\in R^k$ and $d\in(0,1)$. $\beta = (\beta_1, \beta_2)$ are ...
286 views

### Understanding margins-package in R: Two different significance levels (marginal effects)

I posted this question already on Stack Overflow (here) but it was suggested to ask this question here on StackExchange. So, I have a question concerning different outputs when changing the type-...
388 views

### STATA margins dydx with over(.), continuous variables and interaction effect

I have a logistic regression model with two variables (A and B), which I also interact. A and B are both continuous. After the estimation I want to use the margins command to plot the marginal effect ...
27 views

### How to interpret marginal effects when both DV and IVs are in fractional form?

I ran a fractional probit model in which both IV and DV are in fractional form (i.e. proportions). Now I am having difficulty in interpreting the marginal effects (dydx). Suppose, the variable "...
145 views

### What is the marginal effect when there is interaction in a regression model?

I have data which has experience(in months), genderMale, and exp*genderMale (interaction). My question is: What's the marginal ...
569 views

### average marginal effect AME vs. average partial effect APE

Say I have a binary logistic regression model: model1 : logit = b0 + b1 *age + b2 *gender_f + b3 *race_f with age being continuous and race_f and gender_f being two-level factors. The margins() ...
1 vote
268 views

### Control Function (CF) / Two Stage Residual Inclusion (2SRI) - with an ordinal EEV - in Stata

I am mostly an R user. But since I have not found a way yet to reproduce generalised residuals in R (link), I am using Stata for ...
66 views

### how to compute marginal effects of predictors in NBSTRAT (truncated & endogenously stratified negative binomial) model? (Stata)

I'm using STATA 16.0 to develop recreational demand function via using NBSTRAT model. I have several factor and continuous variables that force me to use "xi:" prefix in the model syntax ...
1 vote
205 views

### Getting the (Stata) margins from fractional regression (=glm with family quasibinomial) for an ordinal variable in R

I first found this really nice Stata video on fractional regression (the dependent variable is a proportion including 0 and 1). I am especially interested in how he applies the margin approach to ...
295 views

### Testing reliability of regression coefficients

If I run a logit/linear regression for the purpose of measuring marginal effects and estimating the causal impact of a specific independent variable on the dependent variable, is there a reliable way ...
72 views

### Is Dropping Interaction Terms Reasonable if You Just want Partial Regression Weights

Without interaction terms in a model, coefficients of lower order terms represents partial regression weights (i.e. how much influence does one parameter have assuming all other parameters are held ...
1 vote
63 views

### Hazard-ratio of marginal effects?

I am doing a study on manipulated hospital discharges using a similar methodology as this paper. In short, we observe that patients are more likely to be discharged directly after a higher tariff rate ...
114 views

### Deriving marginal effects for a bivariate model: ordered probit + linear regression

I am having trouble obtaining marginal effects of the following model in Stata, so that I would love to have some help in how to obtain an expression by hand: I have a system with two equations: an ...
1 vote
250 views

### Marginal effect for mixed effects models (for python statsmodels)

I have a mixed effects model, developed using python statsmodels, and I want to know the effect of each independent variable on the response variable, assuming all other variables are constant. Based ...
63 views

### Is it possible and reasonable to use AMEs for interpretation in a logistic regression even if the spline methodology is to be used?

Because of the linearity assumption of the logistic regression I have to use splines for my regression. I am now wondering if I should still use AMEs to extend the results? I am working with R. I know ...
358 views

### Average Marginal Effects interpretation when explanatory variables are ratios

In short, I am working with a classification problem where I have conducted a logistic regression. The dependent variable is a binary variable with the five explanatory variables being ratios ranging ...