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ace_count
2011 Mar 28
0
glm: calculating average marginal effects for dummies
...as hoping that
perhaps someone knowledgable on this list could offer some help.
I have estimated a binary logistic regression model and would like to
calculate average marginal effects for certain predictors of interest.
The average marginal effect for a continuous variable cont has been
given as
AME_cont = 1/n * SUM(beta_{cont} * prob(Y)* 1-prob(Y))
This seems easy enough to calculate with R.
However, the predictors I'm interested in are dummy variables, not
continuous, and the following formula has been suggested for
estimating the average marginal effect for dummies:
AME_dummy = 1/n*SUM(pr...