Search found 2 matches

by Dewenter
Fri Sep 13, 2013 1:03 pm
Forum: Estimation
Topic: Marginal Effects
Replies: 14
Views: 18486

Re: Marginal Effects

O-kay. I have had a follow on thought. The values I get from those calculations are the change in probability for a 1 unit change in the explanatory variable. I get the large coefficients for variables with relatively small standard deviations. So, is it accurate to take the standard deviation for a...
by Dewenter
Fri Sep 13, 2013 12:47 pm
Forum: Estimation
Topic: Marginal Effects
Replies: 14
Views: 18486

Re: Marginal Effects

I am trying to estimate marginal effects for a logit model. I have followed the instructions of several prior blogs: - estimate the logit - forecast the index and save as indexF - create scalar: scalar xb = @mean(indexF) (this value is 0.4166) - create scalar: scalar l_xb = @dlogistic(-xb) (this val...

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