Displaying 20 results from an estimated 6000 matches similar to: "marginal effects in glm's"
2011 Apr 25
0
probit regression marginal effects
Dear R-community,
I am currently replicating a study and obtain mostly the same results as the author. At one point, however, I calculate marginal effects that seem to be unrealistically small. I would greatly appreciate if you could have a look at my reasoning and the code below and see if I am mistaken at one point or another.
My sample contains 24535 observations, the dependent variable
2010 Feb 27
1
Help Computing Probit Marginal Effects
Hi, I am a stata user trying to transition to R. Typically I compute
marginal effects plots for (example) probit models by drawing simulated
betas by using the coefficient/standard error estimates after I run a probit
model. I then use these simulated betas to compute first difference
marginal effects. My question is, can I do this in R? Specifically, I was
wondering if anyone knows how R
2011 Aug 27
3
Ordered probit model -marginal effects and relative importance of each predictor-
Hi, I have a problem with the ordered probit model -polr function
(library MASS). My independent variables are countinuos.
I am not able to understand two main points:
a) how to calculate marginal effects
b) how to calculate the relative importance of each independent variables
If required i will attach my model output.
Thanks
Franco
2012 Nov 12
1
Invalid 'times' argument three-category ordered probit with maximum likelihood
Hello,
First time poster here so let me know if you need any more information. I am
trying to run an ordered probit with maximum likelihood model in R with a
very simple model (model <- econ3 ~ partyid). Everything looks ok until i
try to run the optim() command and that's when I get " Error in rep(1,
nrow(x)) : invalid 'times' argument". I had to adapt the code from a 4
2018 Mar 19
4
Struggling to compute marginal effects !
Dear Oscar,
and any other R-project person,
Can you please help me to figure out the meaning of the following error
message in red ?
Error in eval(predvars, data, env) :
numeric 'envir' arg not of length one
I computed ordered logit models using 'polr' in R (I just followed the
guidance a handout I found on princeton.edu about logit, probit and
multinomial logit models) . The
2008 May 09
0
question on marginal effects
I have a question regarding calculating marginal effects (change in
the probability due to a one unit change in x) for a probit or for
that matter any discrete choice model. Does R have a function that
will essentially do this:
dE[y|x]
------- = f(x'beta)*beta
dx
Stata has a command called "mfx" that calculates the marginal effects
at the mean (of the x
2012 Aug 27
2
randomLCA
Can anybody, please, explain me how many parameter are estimated using
randomLCA?
For examples, model "dentistry.lca2random" estimate 1 scale (or
variance, b_j) parameter and 2 position parameters (a_cj)? Doesn't
it?
Do I need at least 4 diagnostic tests for such a model?
What happens if I specify options blocksize and byclass? How many
diagnostic tests (or rater) I need?
2000 Jan 01
0
Re: Tests in linear regression
>>>>> "FrSa" == SABIDO =?iso-8859-1?Q?MART=CDN?= <SABIDO> writes:
FrSa> Hello. I am a student from Spain. We are working on 'R' (a
FrSa> programming environment for data analysis and graphics). Our
FrSa> teacher has told as to make a job about tests in non complet rank
FrSa> linear regresion models (I hope you could understand
2018 Mar 20
0
Struggling to compute marginal effects !
In that case, I can't work out why the first model fails but not the
second. I would start looking at "Data" to see what it contains. if:
object2 <- polr(Inc ~ Training ,Data,Hess = T,method = "logistic" )
works, the problem may be with the "Adopt" variable.
Jim
On Tue, Mar 20, 2018 at 10:55 AM, Willy Byamungu
<wmulimbi at email.uark.edu> wrote:
>
2012 Jan 17
2
pscl package and hurdle model marginal effects
This request is related to the following post from last year:
https://stat.ethz.ch/pipermail/r-help/2011-June/279752.html
After reading the thread, the idea is still not clear. I have fitted a model using HURDLE from the PSCL package. I am trying to get marginal effects / slopes by multiplying the coefficients by the mean of the marginal effects (I think this is right). To my understanding, this
2011 Mar 28
0
glm: calculating average marginal effects for dummies
Dear list,
My question to follow is not a pure R question but contains also a
more general statistical/econometrical part, but I was 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
2011 Jul 23
1
Extend my code to run several data at once.
Hi
I have a code that calculate maximisation using optimx and it is working
just fine. I want to extend the code to run several colomns of R_j where j
runs from 1 to 200. If I am to run the code in its current state, it means I
will have to run it 200 times manually. May you help me adjust it to
accomodate several rows of R_j and print the 200 results.
***Please do not get intimidated by the
2011 Jul 03
3
Hint improve my code
Hi
I have developed the code below. I am worried that the parameters I want to
be estimated are "not being found" when I ran my code. Is there a way I can
code them so that R recognize that they should be estimated.
This is the error I am getting.
> out1=optim(llik,par=start.par)
Error in pnorm(au_j, mean = b_j * R_m, sd = sigma_j) :
object 'au_j' not found
#Yet
2011 Jul 04
3
loop in optim
Hi
May you help me correct my loop function.
I want optim to estimates al_j; au_j; sigma_j; b_j by looking at 0 to 20,
21 to 40, 41 to 60 data points.
The final result should have 4 columns of each of the estimates AND 4 rows
of each of 0 to 20, 21 to 40, 41 to 60.
###MY code is
n=20
runs=4
out=matrix(0,nrow=runs)
llik = function(x)
{
al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]
2011 Jul 06
1
Group Data indexed by n Variables
Hello,
the more general thing I'd like to learn here is how to compute Function of
Data on the basis of grouping determiend by n variables.
In terms of the reason why I am interested in this, I need to compute the
average of my data based on the value of the month and day across years. I
have come up withy the code below which, as far as I can see, does what I
need but getting either a more
2011 Jul 01
2
Help fix last line of my optimization code
Hi
I need help figure out how to fix my code.
When I call into R
>optimize(llik,init.params=F)
I get this error message
####Error in optimize(llik, init.params = F) : element 1 is empty;
the part of the args list of 'min' being evaluated was:
(interval)####
My data and my code looks like below.
R_j R_m
0.002 0.026567296
0.01 0.003194435
. .
. .
. .
. .
0.0006
2024 Jan 23
0
Quantiles of sums of independent discrete random variables
Greetings,
I have the following?
Problem:
Given k (=10) discrete independent random variables X_i with n_i (= 5 to 20) values each,compute quantiles of the distribution of the sum X = X_1+...+X_k.
Here X has n=n_1 x n_2 ... n_k distinct values which is too large to list them all together with
their probabilities.
I tried several approaches:
(A) Convolution:
each X_j is approximated with
2011 Nov 15
0
mvProbit -- Multivariate Probit Models
Dear R users,
I am happy to announce the initial release of the "mvProbit" package
on CRAN (version 0.1-0). This package provides tools for econometric
analysis with Multivariate Probit Models. While these models can be
estimated also by several other statistical software packages (e.g.
LIMDEP/NLOGIT, STATA), "mvProbit" is much more flexible and powerful
in calculating
2011 Nov 15
0
mvProbit -- Multivariate Probit Models
Dear R users,
I am happy to announce the initial release of the "mvProbit" package
on CRAN (version 0.1-0). This package provides tools for econometric
analysis with Multivariate Probit Models. While these models can be
estimated also by several other statistical software packages (e.g.
LIMDEP/NLOGIT, STATA), "mvProbit" is much more flexible and powerful
in calculating
2004 Jun 29
0
MNP
We would like to announce the release of our software, which is now
available through CRAN.
MNP: R Package for Fitting the Multinomial Probit Models
Abstract:
MNP is a publicly available R package that fits the Bayesian multinomial
probit models via Markov chain Monte Carlo. Along with the standard
multinomial probit model, it can also fit models with different choice
sets for each observation,