search for: dx_j

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...