Stata-like Marginal Effects for Logit and Probit Models in R [2]

May 18, 2011

(This article was first published on TimeSeriesIreland » R, and kindly contributed to R-bloggers)

My thanks to those who emailed comments and suggestions for my ‘mfx’ function, I’m happy that I could fill a void for some people. I also received a request/suggestion from Tony Cookson, along with a helpful fix for a bug in the code, to include an option that would allow the user to specify values at which the marginal effects are evaluated (other than at the sample means). I’ve updated the previous post with the new code, and an example.

To leave a comment for the author, please follow the link and comment on his blog: TimeSeriesIreland » R. offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: , , ,

Comments are closed.