Simple Logit and Probit Marginal Effects in R

This paper outlines a simple routine to calculate the marginal effects of logit and probit regressions using the popular statistical software package R. I compare results obtained using this procedure with those produced using Stata. An extension of this routine to the generalized linear mixed effects regression is also presented.

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Year of publication:	2011-10-26
Authors:	Fernihough, Alan
Institutions:	School of Economics, University College Dublin
Subject:	Econometrics

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 201122 8 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009351509