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 ...
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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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2answers
2k views

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")) ...
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 ...
6
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1answer
2k views

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 ...
6
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1answer
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 ...
6
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0answers
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 ...
6
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0answers
2k views

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 ...
4
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1answer
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! ...
4
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1answer
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. ...
4
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1answer
2k views

Is it meaningful to calculate predicted marginal effects of a count data model with an interaction effect?

In a little regression model of mine, I estimate the following formula a a negative binomial regression type (it would hold for a Poisson regression as well): $$ y = \beta * var1 + \gamma * var1 * ...
4
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1answer
751 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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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 ...
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2answers
1k views

Is it possible to model the conditional expectation of a binary outcome using an additively-separable link function?

Logit and probit link functions aren't additively separable. So, fitting a model using these link functions implies that the effect of one predictor in determining the outcome is not independent of ...
3
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1answer
542 views

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 ...
3
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1answer
47 views

How to account for Covariances in a Monte Carlo simulation?

I am conducting a regression analysis of Z on X and Y. I am interesting in interpreting the marginal effect. The model includes quadratic terms for both X and Y as well as an interaction term X*Y. If ...
3
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1answer
1k views

Delta Method for Marginal Effects of Generalized Linear model

Consider the generalized regression model (in my case a probit, but I'll leave it more generally): $$ E[y|X] = F(x'\beta) $$ where both $x$ and $\beta$ are ($K \times 1$) column vectors and $F$ is ...
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0answers
23 views

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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0answers
980 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 ...
3
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0answers
380 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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0answers
523 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 $MOR$ ...
3
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2answers
92 views

How to include both dummy measure and continuous measure of one variable into regression models?

Suppose here is a market for softwares. The softwares can be free or paid, which is captured by dummy variable paid. At the same time, we have another variable, price, to measure how much the ...
3
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0answers
675 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 ...
2
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3answers
17k views

How to interpret marginal effects of dummy variable in logit regression?

For a project, I ran a logistic regression using continuous and dichotomous variables. How do I interpret the marginal effects of a dichotomous variable? For example, one of our independent variables ...
2
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3answers
413 views

OLS effect of X squared ond dependent variable

I have my OLS regression: $y = \beta_1 + \beta_2 X_2 + \beta_3 X_3 +\beta_4 (X_3)^2$ Could anybody please explain to me the effect of a change in $X_3$ on the dependent variable?(Is the effect ...
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 ...
2
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1answer
190 views

Obtaining the complete confidence intervals of binary interacted variables

I have an OLS regression with a binary treatment X and a binary moderating variable M, where the regression equation is: $$ Y = \alpha + \beta_1 X + \beta_2 M + \beta_3(X \times M). $$ The effect of $...
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
541 views

Why is the p value by average marginal effects different than the p value of the coefficients?

In R, when fitting a logit regression model, why is the p value for variable X different when finding its average marginal effect (AME) (using logitmfx) than when finding variable X's p value by its ...
2
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1answer
223 views

Surprisingly large difference between conditional and marginal effects estimates

I am performing a logistic mixed effects regression on some data I have. There are 201 participants answering a question over 6 time points. The model includes 4 fixed effects: X1, X2, X3, and Time. ...
2
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1answer
29 views

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 ...
2
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1answer
64 views

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 ...
2
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1answer
660 views

How to compute Average partial effects?

If we have a model like this: $$\hat {Prob}(Y=1|X) = F(\hat \beta_0 + \hat \beta_1 age + \hat \beta_2 education + \hat \beta_3 salary)$$ (suppose education is a scalar variable here) where $F$ is a ...
2
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1answer
2k views

Predicted probabilities and marginal effects relationship (R, margins package)

Working on a logit model, i get the following results: Predicted Probs.: ...
2
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1answer
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\\ \...
2
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1answer
216 views

Which emmeans to choose between full and main effect mixed effect models with heteroscedasticity corrected

I have a split splot full factorial design : 3 blocks, each block contains 4 plots for factor E and each plot is divided into 3 subplots for factor F. I use a mixed effect model with random effects on ...
2
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1answer
689 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 ...
2
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2answers
5k views

Interpret eydx, eyex in margins, Stata

Suppose the regression is y=beta_0+beta_1*x + epsilon. I obtain the eydx=.295 by magins eydx(x) command. What does Stata really do? Does Stata actually regress <...
2
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2answers
3k views

marginal effects of a GLM

A marginal effect is the effect one independent variable on the dependent variable has when it is changed by one unit and the other independent variables constant. In the simple OLS regression ...
2
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1answer
2k views

Marginal Effects and Standard Errors in R for probit model [closed]

I ran a probit regression using the following code: m1<-glmer(Success~Name.Origin+(1|Job.ID),family=binomial(link="probit")) However, I am now unsure how ...
2
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0answers
83 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 ...
2
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0answers
14 views

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 ...
2
votes
1answer
388 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 ...
2
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1answer
162 views

Substantive Interpretation of Negative Binomial

I am trying to interpret the output from a negative binomial regression. Online, I read that we can exponentiate the coefficients to get substantively significant values. However, I know that this ...
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0answers
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. ...
2
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0answers
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?
2
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0answers
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 ...
2
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1answer
1k views

Logit - comparison of predicted probabilities

I am analyzing, for two different time periods, the probability that an individual will have outcome Y (=1 or 0) given that an event X has occurred (=1 or 0). A number of demographic variables are ...
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2answers
1k views

How to calculate marginal effects in mixed models

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