How to get marginal effects for a logit model

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dbyroo1
Posts: 3
Joined: Thu Apr 26, 2012 5:42 am

How to get marginal effects for a logit model

Postby dbyroo1 » Thu Apr 26, 2012 5:50 am

I am currently using EViews 7 and want to get the marginal effects for the logit output I have. I've seen another post which says that you have to go to Proc then forcast but if I do that I just get a graph. If possible can someone give me a step to step guide. This is my first time using the program and I am very new to econometrics. If it's relevant I have 7 coefficients (including the intercept) which I need the marginal effects for.

Thanks

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: How to get marginal effects for a logit model

Postby EViews Glenn » Thu Apr 26, 2012 2:16 pm

Do a forum search for "marginal effects in probit". There's a number of dicussions.

dbyroo1
Posts: 3
Joined: Thu Apr 26, 2012 5:42 am

Re: How to get marginal effects for a logit model

Postby dbyroo1 » Sat Apr 28, 2012 10:41 am

I've worked out how to do it now. I would really appreciate it if anyone could tell me how to perform a Hausman-Wu test for endogeneity. Again using eviews7. The manual gives instructions for how to perform one with standard OLS but the same options aren't available to click on when a logit regression is run.
Thanks

EViews Gareth
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How to get marginal effects for a logit model

Postby EViews Gareth » Sat Apr 28, 2012 10:45 am

It isn't available for logit estimation.

bensamen
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Location: Kinshasa, Democratic Republic of Congo

Re: How to get marginal effects for a logit model

Postby bensamen » Mon Apr 29, 2013 3:20 am

binary y c x1 x2 x3 x4 x5 x6 x7 x8 x9
vector beta=@coefs
vector(10) a
a(1) =1
a(2) = @mean(x1)
a(3) = @mean(x2)
a(4) = @mean(x3)
a(5) = @mean(x4)
a(6) = @mean(x5)
a(7) = @mean(x6)
a(8) = @mean(x7)
a(9) = @mean(x8)
a(10) = @mean(x9)
matrix xbar =@transpose(a)
vector ihat=xbar*beta
vector phat=@clogistic(ihat)
vector(1) ddx
ddx(1) =1
vector pl=phat(1,1)
vector marginal=beta*pl*(ddx-pl)


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