Hi,
I wonder if there is a function in (some package of) R which computes
marginal effects of the variables in a glm, say, for concretness, a
probit model. By marginal effects of the covariate x_j I mean
d P(y=1 | x),
which is approx
g(xB)B_j dx_j
where g is the pdf of the normal distribution, x is the vector of
covariates (at some points, say, the mean values) and B is the estimated
vector of coefficients. Of course, it isn't difficult to write such a
function, but that's exactly why I find it strange the fact that I
didn't find it.
Also, I couldn't find a function which gives the percent correctly
predicted for some threshold, say, .5 (something usually reported). Any
suggestions where to look for these two functions?
Many thanks,
Dimitri
