Displaying 20 results from an estimated 10000 matches similar to: "question on marginal effects"
2016 Apr 26
0
Predicting probabilities in ordinal probit analysis in R
Dear all,
I have two questions that are almost completely related to how to do things in R.
I am running an ordinal probit regression analysis in R. The dependent variable has three levels (0=no action; 1=warning; 2=sanction).
I use the lrm command in the rms package:
print( res1<- lrm(Y ~ x1+x2+x3+x4+x5+x6, y=TRUE, x=TRUE, data=mydata))
I simply couldn't make any sense of the
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
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")
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
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
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 Mar 19
0
Interaction Terms versus Interaction Effects in logistic regression
I would like to know more about the output from the terms option in
predict(), especially for a glm. And especially when there is an
interaction effect being considered.
Here's why I ask. These articles were recently brought to my
attention. They claim that just about everybody who has reported an
interaction coefficient in a logit or probit glm has interpreted it
incorrectly.
Ai, C. and
2005 Dec 12
0
marginal effects in glm's
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
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:
>
2004 Nov 11
1
polr probit versus stata oprobit
Dear All,
I have been struggling to understand why for the housing data in MASS
library R and stata give coef. estimates that are really different. I also
tried to come up with many many examples myself (see below, of course I
did not have the set.seed command included) and all of my
`random' examples seem to give verry similar output. For the housing data,
I have changed the data into numeric
2011 Feb 27
1
stata.get labels glm()
Dear R community,
I would like to import data saved with Stata and then run a Probit model using R.
My data comes from the World Values Surveys and in the Probit model I want to control for countries.
So far I figured out that I should put "convert.factors = FALSE" when using stata.get() in order to import numeric values instead of label mappings, which is what I want for most of the
2005 Nov 21
2
Multinomial Nested Logit package in R?
Dear R-Help,
I'm hoping to find a Multinomial Nested Logit package in R. It would
be great to find something analogous to "PROC MDC" in SAS:
> The MDC (Multinomial Discrete Choice) procedure analyzes models
> where the
> choice set consists of multiple alternatives. This procedure
> supports conditional logit,
> mixed logit, heteroscedastic extreme value,
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
2007 Jun 26
1
Marginal Effects of continuous variable in lrm model (Design package)
Dear all:
When I am trying to get the marginal effects:
summary(result7,adv_inc_ratio=mean(m9201
$adv_inc_ratio),adv_price_ratio=mean(m9201$adv_price_ratio), ...(SOME
MORE CONTINUOUS AND DISCRETE VARIABLES BUT I AM NOT LISTING)... regW=c
(0,mean(m9201$regW),1), regWM=c(0,mean(m9201$regWM),1))
It gave out an error message:
Error in summary.Design(result7, adv_inc_ratio = mean(m9201
2009 Jul 01
0
probit with sample selection error?
Deal all:
i want to do the probit with sample selection estimation, the following
is my code:
probit with sample selection can be done by stata :heckprob
The heckprobll is the likelihood function shown in W.H. Greene 5th p714
¡´ The question is the convergence is very slow compare with Stata using
likellihood only.
¡´ Second i did the similar way in matlab using
fminsearch , the estimated
2010 Jan 22
1
Sata and R users GLM methods translation
Hello,
I am learning R and I am fluent in Stata and I try to translate part of my
Stata code to R to check the reliability of the data under R. I have a
proportion variable as a dependent variable pQSfteHT . Independent variables
are dummies for two categorical variables called dQSvacrateHTQuali3 and
cluster_3. I am fitting a model with the Stata command below:
glm pQSfteHT dQSvacrateHTQuali3_2
2003 Sep 08
1
Probit and optim in R
I have had some weird results using the optim() function. I wrote a
probit likelihood and wanted to run it with optim() with simulated
data. I did not include a gradient at first and found that optim()
would not even iterate using BFGS and would only occasionally work
using SANN. I programmed in the gradient and it iterates fine but the
estimates it returns are wrong. The simulated data work
2004 Nov 11
0
ROracle SQL length limitation
Hi All,
This question was brought up some time ago but I never saw a reply so I'd like to bring it up again. When using ROracle package (version 0.5-5), I am unable to run any queries that are greater than 4000 characters in length. If I do, I get the following message:
Error in oraPrepareStatement(con, statement, bind=NULL) :
RS-DBI driver: (too long a statement -- it must has less than
2012 Jul 23
2
marginal effect lmer
Hi everybody,
I try to calculate and display the marginal effect(s) in a hierarchical
model using lmer. Here is my model:
m1<- lmer(vote2011~ Catholic + Attendance+ logthreshold + West +
Catholicproportion+
(Catholic * Catholicproportion) + (Attendance*Catholicproportion) +
Catholicproportion?+ (Catholic *Catholicproportion?)+
(Attendance* Catholicproportion?) + (1 + Attendance+ Catholic