[R] marginal effects in glm's
Dimitri Joe
dimitrijoe at gmail.com
Mon Dec 12 23:01:54 CET 2005
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 find it.
Also, I couldn't find a function which gives the percent correctly
predicted for some threshold, say, .5 (something usually reported). Any
suggestions where to look for these two functions?
Many thanks,
Dimitri
More information about the R-help
mailing list