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2017 Jun 17
0
Using mfx to create marginal effects
Dear all,
I am trying to estimate the marginal effects of a logit regression using the mfx package. It is crucial that the standard errors are clustered at the year level. Hence, the code looks as follows:
marginal.t24.2<-logitmfx(stock.market.crash~crash.t24+bubble.t24+RV.t24,data=Data_logitregression_lags, clustervar1 = "year")
marginal.t24.4<-logitmfx(stock.market.crash~crash.t24+bubble.t24+MP.t24+UTS.t24+UPR.t24+PPI.t24+RV.t24,data=Data_logitregression_lags, clustervar1 = "year")
Is it correct to use clustervar1 = "year" to have year clustered standard errors...