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...mations using the glm.nb command from the MASS package. Is there a command or a simple procedure for computing marginal effects from a glm.nb fitted object? If these are the same as for a Poisson fitted object (glm), my question remains how to compute them. Thanks in advance for your help. Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Post-doc researcher Institute for Economic Research (IRE) University of Lugano (USI) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Email: roberto.patuelli@lu.unisi.ch ******************** [[alternative HTML version delet...

...l errors? Working the problem through the fitted values creates the same confusion to me, as I also have two columns of fitted values. There's probably something about the way mixed models are treated in R that I'm not catching here... Can someone help me? Thanks and best regards, Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Post-doc researcher Institute for Economic Research (IRE) University of Lugano via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Fax: +39-02-700419665 Email: roberto.patuelli@lu.unisi.ch Homepage: http://www.people.lu.unisi.ch...

...del up by step(), the stepwise procedure fails at the first step (I know step() is not made for the glm.nb() function, but it usually works just fine for me). Thanks in advance to everyone who might drop his/her two cents on what the problem is. Sincerely, Roberto ******************** Roberto Patuelli, Ph.D. Post-doc researcher Institute for Economic Research (IRE) University of Lugano (USI) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Email: roberto.patuelli at lu.unisi.ch

...). For example, if my independent variables are in logs, the betas can be directly interpreted as percentage effects both in OLS and Poisson regression. What about the logistic regression? Is there a package (maybe effects?) that can compute these automatically? Thanks and best regards, Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Universit? della Svizzera Italiana (University of Lugano) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Fax: +39-02-700419665

...ov = sandwich) # anova would work but its results are not reliable because of the overdispersion - basically without correcting for overdispersion almost every variable is highly significant anova(inv.log.leva.base, inv.log.leva, test = "Chisq") Thanks everyone! Best regards, Roberto Patuelli ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Universit? della Svizzera Italiana (University of Lugano)

...Pr(>|t|). Obviously I can do this by hand, constructing the linear combinations, rerunning the model, and therefore obtaining a standard error and a p-value for each set. But the degrees of freedom of the model would in reality be different... Thanks in advance for any help! Cheers Roberto Patuelli Post-doc researcher Institute for Economic Research (IRE) University of Lugano Email: roberto.patuelli at lu.unisi.ch Homepage: http://www.people.lu.unisi.ch/patuellr ***************************** > dep.qglm <- glm(dep ~ lndist + com_lang + contig + history + fta + > lnarea_i + lngdppc_...

...ldtest > waldtest(depFE.plm, depLDFE.plm) Errore in modelCompare(objects[[i - 1]], objects[[i]], vfun = vcov.) : models are not nested Did anyone code a plm method for anova? OR Does anyone know why according to waldtest my models are not nested? Thanks Roberto ******************** Roberto Patuelli, Ph.D. Istituto Ricerche Economiche (IRE) (Institute for Economic Research) Università della Svizzera Italiana (University of Lugano) via Maderno 24, CP 4361 CH-6904 Lugano Switzerland Phone: +41-(0)58-666-4166 Fax: +39-02-700419665 Email: roberto.patuelli@usi.ch Homepage: http://www.people.lu.unis...