# 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 means vs. marginal effects. What is the difference?

In R, there are two packages: emmeans and margins. The first implements the LS-means known from SAS, here called estimated marginal means, the second implements the margins command from Stata. I ...
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### Average Marginal Effects from Chamberlain-Mundlak Device CRE Probit

I am trying to calculate the average marginal effects for the Chamberlain-Mundlak Correlated Random Effects probit model. The ultimate goal is to get something equivalent to the AME from the fixed ...
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### 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 ...
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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 "...
971 views

### Delta Method Average Marginal Effects Multinomial Logit

Following the incredible demonstration in Statalist by Jeff Pitblado on how to calculate - using the Delta Method - the Standard Errors for Average Marginal Effects of a Logit Model. Q: What would ...
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### About Partial dependence for Poisson GLM

Can someone tell me what would be the expression for calculating the partial dependence on a GLM model with family specified as Poisson? From applying Friedman partial dependence estimation ...
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### Marginal effect of variables - Logistic regression, Boosted tree, and other tree-based models

Assuming I have a classification problem where I have binary dependent variable Y and independent variables X1-X10. The X variables are categorical. Say we are interested in the marginal effect of ...
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### Is there literature on use of Conditional Odds Ratios to estimate Marginal Odds Ratios? Is COR equal to 1 when MOR is?

I write my questions in brief here upon requests from IWS (thanks for your reply): 1) Has anyone ever given a proof that Marginal Odds Ratio$=1->$ Conditional Odds Ratio$=1$ (let's call them $MOR$ ...
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### Marginal effect calculation after logistic regression with panel dataset using R

I would like to perform a logit regression with a panel dataset, I know that the pglm package does the job, however, does anyone know if there is a standard package in R that allows me to calculate ...
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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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### 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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### Standard partial regression plot vs. effect plot from 'effects' package

I'll use a modification of this example to ask my question about an apparent alternative way of presenting a partial regression plot, using the effects package. ...
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### Average Marginal Effects vs. Marginal Effects at the Mean

Can the Logit regression produce different results for Marginal Effects at the Mean and Average Marginal Effects? If so, what does that mean?
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### Interpreting regression coefficients with ratio as dependent variable and percentage as independent one

I am running the following regression: y = $b_0$ + $b_1$$x_1 + b_2$$x_2$ where y is measured as a ratio (between 0 and 1) and $x_1$ is measured in percentage terms. This is a Tobit regression ...
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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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### 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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### 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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### 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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### 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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### 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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### Marginal effects model with ggpredict() for a generalized poisson linear model

I am working with count data of mosquito abundance and I want to isolate the effect of land-use from the effect of topographic variables. Therefore, I'm combining a poission regression model with ...
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### Predictive Margins After Mixed-Effect Tobit

I'm hoping to get advice on the difference between two predictive margins outputs after running a mixed-effect tobit regression (in Stata 16.0). Here is a sample output (modified from my actual case),...
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### Marginal Effects in brms package in R

I have developed Bayesian binary logit model using brms package in R. Now I would like to see the marginal effects (ME) of each independent variable. I used marginal_effect function in my model and it ...
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### How does centering affects the interpretation of the marginal effects?

I am trying to understand how centering continuous variables in a linear regression that includes an interaction term between two continuous variables, affect the interpretation of marginal effects. ...
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### Marginal effects of a smooth in a gamm4 model

I'm trying to obtain marginal effects of a smooth in a {gamm4} model. I notice a discrepancy between what {ggeffects} gives me and what I get manually. For a smooth x0, I calcualte the predictions ...
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### Difference in scales for marginal effects

I am trying to run a fixed parameter model, a random parameter model and a latent class model with the same dataset. My dependent variable is whether or not an individual in wearing a seat belt. And ...
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### 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 ...
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### Interpreting marginal plots and results from underlying regression

I am helping someone with a project and want to be sure I am understanding how to interpret this correctly. We are running a simple OLS regression where we are predicting a continuous DV (number of ...
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### test the significance of the marginal effects of a spatial probit model

I'm using the CRAN package spatialprobit to estimate a Spatial Probit. The function sarprobit calculates the marginal effects ...
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### To which p-value should I look at? Of the regression coefficient or of the Average Marginal Effect?

I am trying to analyse this logit regression model using R. I wish to identify the effect of a treament variable (...
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### What are the statistical properties of average partial effect in nonlinear models?

Using a linear model like OLS, the marginal effects are simply the coefficients given by $\beta = (X'X)^{-1}X'y$. However, in a nonlinear model, it is more difficult to derive marginal effects. For ...
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### Interpertation of coefficient and marginal effect in logit model

My problem is that I am not able to interpret my results. I am confusing coefficient and marginal effect interpertation. ...
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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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### 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 ...