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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Interpretation of ALE plots

I'm computing the ALE plots for a dataset where the features are strongly correlated. All features are positively correlated with the response variable. So I expect the ALE plots obtained through the ...
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Why individual fixed effect method is not estimating average marginal effects (panel data)?

I am using an individual fixed effect method in a panel data. I look whether the working hours changed differently between men and women following the 2008 financial crisis. Here is a simple model in ...
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emmeans - joint effects of interaction terms

I would like to see the joint effects of an interaction term. I tried joint_tests() but it gives f ratios. However, I would prefer Incidence Rate Ratios (IRR) because the rest of my results section ...
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emmeans - change reference level of contrast

Good day I need some help, I used the following code: EMM <- emmeans(model1, ~ A | B) ...
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emmeans in R - generating and interpreting contrasts [closed]

I hope somebody is available to help a desperate rookie.. I fitted a glmer with a Poisson distribution and log link, including main effects and several interactions, an offset variable and a random ...
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43 views

Marginal Effects with Lagged data

I have a panel data model with lagged dependant and independent variables. I am looking for ways to calculate marginal effects. Here is a simplified formula: Y = 2 lagged(Y) + 3 lagged (X1) + 4 X1 + 5 ...
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Signs of MarginalEffects and CoefficientEstimates in Multivariate Probit

Could someone explain that the sign of coefficient estimates and their corresponding marginal effects in the Multivariate Probit Model is the same or they could be different? IF they are different, ...
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68 views

Reporting average marginal effects of a survey-weighted logit model with R

I'm working with survey data of a complex sample to estimate binary outcome models. I am trying to report average marginal effects of a logit model, which I estimated through ...
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What do you call effects calculated from regression coefficients including interactions but excluding main effects?

Imagine a regression model with this formula: $$ y_i = \alpha + \beta_1x_i + \beta_2w_i + \beta_3x_iw_i $$ , i.e. a model with two categorical predictors and the interaction between the two. I reckon ...
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Why are standard errors larger for conditional effects versus marginal effects?

I am estimating the conditional and marginal effects for a continuous by continuous interaction in a linear mixed effects model. The standard errors for the conditional effects are much larger than ...
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97 views

How to calculate marginal effects with multinomial regression for survey data in R

I am trying to calculate average marginal effects for a multinomial logistic regression fitted using the svrepmisc package in R. The ...
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65 views

What is $ \frac{d \ E(ln(y)|X)}{d \ y}$ in OLS?

Assume that the true model (DGP) is $ ln(y) \ = \ \beta_0 \ + \ \beta_1 ln(x_1) \ + \ \cdots \ + \ \beta_k x_k \ + \ \varepsilon \hspace{3em} \text{where } \ \begin{bmatrix} x_1\\ \vdots\\ x_k\\ \...
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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 ...
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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 ...
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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-...
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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 ...
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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 "...
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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 ...
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Multinominal logit regression - marginal effects

I am running a multinominal logit regression with five dependent variable categories: "1", "2", "3", "4" and "5". I computed marginal effects in Stata ...
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170 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() ...
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Showing the marginal effects of a first stage regression, is there any point?

I am using a CF/2SRI method to estimate the effect of an endogenous discrete explanatory variable, with a non-linear first stage. It appears to be common practice (in economics at least) to argue and ...
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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 ...
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standard error of the marginal effect of a three-way interaction

Imagine we have a three-way interaction. For example: Y = b_0 + b_1X + b_2W + b_3Z + b_4XW + b_5XZ + b_6ZW + b_7XZW + e I want to know how to compute the standard ...
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The interpretation of a positive glm coefficient, with a negative marginal effect

I found this post titled: "Positive coefficient but negative marginal effect in mlogit". EDIT: However I recently had the same "issue" with an ordinal probit model and the ...
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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 ...
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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 ...
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How to interpret the marginal effects (MEM) of binary variables in R?

My model is binary logit regression and the dependent variable is default (whether a loan would be defaulted, if it was, it is given a value of 1). I ran logitmfx (...
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70 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 ...
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23 views

Marginal effect of discrete R.V. in multinomial or binary logit

I am trying to prove a formula for the marginal effect of a discrete random variable in the context of multinomial logit. Strictly speaking, I believe this could be solved in a logit framework as well,...
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Replicating STATA output for RR and confidence intervals based on marginal effects in [R]

I am working on replicating an output from STATA, with the following data where we want to obtain Relative risk and confidence intervals based on the marginal effects. I have been able to calculate ...
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Average marginal effects/predictions vs. effects/predictions averaging across other covariates

Example 2 here shows the model $$write = ses + female$$ where $SES$ is a three level categorical variable and $female$ is a dummy variable. The example (using SAS) shows how to predict a value of $...
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Difference in intuition: instrument vs bivariate model

this is a follow-up to this question. I wanted to estimate using Stata's cmp command a system of 2 equations: an ordered probit and a linear equation. 1 - linear model: $$y = \alpha + \beta z + \...
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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 ...
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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 ...
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1answer
76 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 ...
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110 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 ...
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47 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 ...
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86 views

About comparing coefficients between logistic regression models with AME

I have two questions about comparing coefficients between two or more logistic regression models with different number of variables. I estimated three different logistic models (using R, the ...
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How to predict the marginal effects including interaction with only one of the categorical predictors in lme?

generate a fake data set suppose I have 10 sites, each with 3 blocks, in each block, I have a factorial design of treatment 1 (control and trt1) and treatment 2 (control and trt2). I want to look at ...
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157 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 ...
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1answer
68 views

How to compute Poisson mfx when a regressor changes by more than one unit?

I am running a Poisson regression on some data and I have to interpret the marginal effects on the dependent variable when one of the regressors decreases by 45 units. I understand the marginal ...
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153 views

How to estimate the marginal effects from panel tobit model in R

I am working with a 7-year panel data using forest loss as an outcome. Forest loss is expressed in percent of the area, and only 6% of the areas had forest loss. Given the large number of zeros in the ...
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How ca we use add_grouping with emtrends in R to estimated marginal means of linear trends? [closed]

We've conducted a quasi-experiment where an intervention was available for students to use in four semesters and was not available in other four semesters in a large college-level course. Students ...
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How to find the [marginal] effect of X on Y when Y is binary and very rare. Can I make groups of similar X and model counts of Y instead?

tl;dr How to model the causal impact of X on binary Y when Y is very rare. Can I make groups and model count instead? Background/What I tried I want to know what the effect of the number of "...
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Marginal effects in conditional logit in R

I am trying to calculate average marginal effects (dF/dx) for a conditional logit model in R. Package mfx provides the solution only for binomial (and not the conditional logit) model. Is there a ...
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How to calculate and interpret a marginal treatment effect (local instrumental variable)? (Intuition through simple example.)

I am working on the intuition behind local instrumental variables (LIV), also known as the marginal treatment effect (MTE), developed by Heckman & Vytlacil. I have worked some time on this and ...
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Average marginal effects by hand?

I'm having trouble calculating average marginal effects by hand. I have the coefficients from Latent Gold (so if anyone knows how to get AMEs from that program, that would be helpful!). Otherwise, I ...
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Finding Marginal Effects of Logistic Regression Coefficents

I used a logistic regression model to predict the probability of a fruit being a pomegranate or not with the explanatory variables as the number of seeds and the ounces it weights. My coefficients ...
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1answer
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After running a probit, how can I generate the margins for the whole distribution?

I'm using Stata. I ran a probit of the form $$ \text{outcome}_i = \beta \ f(\text{income}_i) + \gamma\text{ Controls}_i $$ Where $f(\text{income}_i)$ is a fractional polynomial. I'm interested on the ...
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56 views

How to interpret the marginal effects of a logit model

I’m trying to run a binary logit model to study the commute distance between place of residence and place of work for individuals. I’m reporting the marginal effects. I’m having hard time interpreting ...