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by tymon
Thu Aug 05, 2021 5:36 am
Forum: Estimation
Topic: How can I compute Marginal Effects in a Negative Binomial Model??
Replies: 0
Views: 24867

How can I compute Marginal Effects in a Negative Binomial Model??

In testing my Poisson regression (using the Eviews guide: http://www.eviews.com/help/helpintro.html#page/content%2Flimdep-Count_Models.html%23ww38558) I can see overdispersion, so am switching to a negative binomial distribution. I am comfortable with estimating marginal effects for my Poisson model...
by tymon
Tue Aug 03, 2021 6:31 am
Forum: Estimation
Topic: Marginal Effects with Negative Binomial Models
Replies: 0
Views: 24720

Marginal Effects with Negative Binomial Models

I have followed the below approach to calculating marginal effects, which seems to have worked well for both a binary logit model and a poisson (replacing @dnorm for with @dlogistic for the logit and @exp for the Poisson). eq1.forecast(i) xbf scalar meanxb = @mean(xbf) scalar meffectw = @dnorm(-mean...

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