# 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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### 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 ...
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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### lm and glm function in R

I was running a logistic regression in r using glm() as glm(Y ~X1 + X2 +X3, data = mydata, family = binomial(link = "logit")) ...
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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### Using predicted probabilities as regressors

I am working on a project where I investigate growth in wages due to migration. I correct for the endogeneity in the decision to migrate (only those that are most likely to gain from migration will ...
232 views

### 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 ...
621 views

### 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 ...
175 views

### Margins after mice?

I would like to apply the margins function to imputed data (I used mice), but it seems not possible. Do you know if a function exists that calculates marginal effects with imputed data? Thank you! ...
230 views

### Margins in "R" throws confidence intervals that do not contain cero, yet p-value > 0.05. Is this possible?

I am running a logit model on survey data using the svyglm function in the survey package in R. I am using the margins function to find the average marginal effects, but then something weird happens. ...
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