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).
scalar meanxb = @mean(xbf)
scalar meffectw = @dnorm(-meanxb)
scalar meffectw = @dnorm(-@mean(xbf))
vector meffects = meffectw*eq1.@coefs
Can someone please enlighten me as to what @function to use for a Negative Binomial model is, assuming the approach extends to NB models? If it doesn’t, can you please recommend an approach to calculating marginal effects for NB models?
Secondly, how would I adapt this to calculate marginal effect for specific values of my variables?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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