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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15
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1answer
6k views

The difference between average and marginal treatment effect

I have been reading some papers, and I am unclear about the specific definitions of Average Treatment Effect (ATE), and Marginal Treatment Effect (MTE). Are they the same? According to Austin... A ...
6
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1answer
28k views

Interpretation of marginal effects in Logit Model with log$\times$independent variable

I am totally confused by statistics and I would be glad if you could help me. I have a difficulties to interpret marginal effects in logit model, if my independent variable is log transformed. I ...
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0answers
45 views

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 ...
4
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1answer
750 views

Marginal Effects of Discrete Variables in Quantile Regression

I find myself puzzled by a passage about marginal effects of discrete variables in quantile regression. On p. 217 of Cameron and Trivedi's MUS book, the authors write: For the $j$th (continuous) ...
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1answer
818 views

Make Nonlinear Smooth Interpretable in Logistic GAM Regression

I have a nonlinear smooth fit in a logistic regression from the package mgcv in R. Visualizing the smooth, the y-axis I get using either ...
8
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3answers
41k views

Average Marginal Effects interpretation

I ran a regression where the dependent variable is winning (1=win) Given that my regression is probit I want to understand the coefficient. I've done margins, dydx()...
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0answers
919 views

Is delta method better than bootstrap to generate standard error for marginal effects?

I read here, here, here, here, and elsewhere that " Parametric bootstrap closely related to objective Bayes. (That’s why it’s a good importance sampling choice.) When it applies, parboot approach ...
2
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2answers
4k views

Regression with Quadratic Term - Understanding Marginal Effect

I am working with a regression with an x and x squared predictors. The equation is: -0.0104x + (-0.00002)x^2. I understand the marginal effect is calculated by differentiating to: -0.0104 + 2(-0....
2
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1answer
474 views

Stata Margins tool

How does Stata create their margins dy/dx output? I would like to recreate some Stata output in SAS. The results of a logistic regression give a coefficient of 1.4921 for my dummy variable, and an ...
1
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1answer
3k views

Margins contrast after Tobit

I am researching firm level data. My endogenous variable is bounded from above and below. Thus I use a Tobit model to take account of the truncation. Among others I am interacting a continuous with a ...
4
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0answers
2k views

Income and price elasticity for multinomial logit/probit and alternative-specific conditional logit/multinomial probit in Stata?

I have a question about estimating income/price elasticity of demand for multinomial logit/probit models in Stata. Lets say I fit a discrete choice model where the outcome is product chosen (4 ...
2
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1answer
683 views

Is the t-value (or z-value) of the margins of a logit model equal to the t-value of the coefficient?

The accepted answer of this question seems to indicate that the z-value of the margin is the same as the z-value of the coefficient in the logit model. This, it seems, is true with how Stata ...
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2answers
88 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 ...
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1answer
2k views

significance of coefficients and significance of marginal effects

Suppose I have a non-linear model, say probit/logit, how can I understand the significance of a coefficient as opposed to the significance of it's marginal effect? Say, I just need to know the ...
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1answer
67 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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1answer
75 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 ...
0
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1answer
166 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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1answer
964 views

Calculate Marginal effect by hand (without using packages or Stata or R) with logit and dummy variables

I have the following dilemma: I understand-ish what marginal effects are, also the calculation of it, derivation of the sigmoid function and how to interpret it (as a the change in probability by ...
0
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1answer
142 views

Zero offset values, glmm poisson/negative binomial distribution with

I have a data set that consists of video observations of carpenter bee nests under three treatments: a control, mothers removed and mothers and worker removed. I have counts of twenty behaviours as ...