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 "...
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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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185 views

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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377 views

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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518 views

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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669 views

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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75 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 ...
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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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2k views

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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1k views

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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1k views

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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12 views

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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14 views

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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87 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 ...
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32 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 ...
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108 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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85 views

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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68 views

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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1answer
170 views

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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99 views

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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1answer
380 views

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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1answer
48 views

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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911 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 ...
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42 views

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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74 views

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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99 views

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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263 views

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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142 views

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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69 views

Deriving the expression for average marginal effects in a logistic model with dummy variables?

To calculate average marginal effects in a logistic model we take the average of the logistic p.d.f for all the values of X in the sample and multiply by the coefficient $b_j$, such that $d\;Pr(y=1)/d\...
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42 views

In a count model, how do I predict the change in y if one of my independent variables changes?

I am using a count model--a negative binomial regression. My dependent variable is count data (number of individual customers at each company in the industry). Since at most companies there are no ...
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650 views

Probit Model: Interpretation of marginal effects if explanatory variables are proportions

How do I interpret the marginal effect of an explanatory variable that is a proportion in a probit model? For example if I get a marginal effect of 0.8 does this mean that if the proportion increases ...
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836 views

marginal effect of dummy variable in tobit model

I have a tobit regression model in hand and I want to calculate the marginal effects at means for the dummy variables in the reg equation. There are two dummy variables in the regression equation and ...
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1k views

Probit model: marginal effects cannot be estimated because one dummy variable was dropped for predicting failure perfectly

I have a basic question about the -margins- command in Stata: I was wondering if there was a workaround to run marginal effects for a model where one of the dummy ...
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2k views

Logistic glm: marginal predicted probabilities and log-odds coefficients support different hypotheses

I'm running a fixed effects logistic regression in R. The model consists of a binary outcome and two binary predictors, with no interaction term. On the log-odds scale, and as an odds-ratio, the ...
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1answer
240 views

Which p-value should I use ? (Probit and interaction terms)

I ran a Probit model to determine which variables/interaction terms are significant. I got these results: Probit: "mino" is not significant. Whith the margins command (Averadge marginal effect) I ...
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2answers
7k views

Calculating marginal effect of logit model by hand

For an assignment I have to calculate the marginal effect of 'age' by hand. But I am dealing with a logit model, which makes it difficult for me. I have 4 variables, which are age, education, income ...
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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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1answer
9 views

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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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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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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1answer
78 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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16 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 ...
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20 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 "...
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32 views

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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1answer
152 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 ...