marginal effect logit

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eddylle
Posts: 23
Joined: Wed Apr 09, 2014 4:28 am

marginal effect logit

Postby eddylle » Mon Jul 21, 2014 2:27 am

Hi, I work with a logistic regression, and I need a row with the marginal effect. Here is my output :

ACTIVITY 1.401179 0.039853 35.15853 0.0000
AGE -0.033685 0.001162 -28.97621 0.0000
COVERAGE -0.000714 0.000409 -1.746169 0.0808
LEV2 0.805730 0.023347 34.51180 0.0000
LIQ3 -0.102275 0.008167 -12.52233 0.0000
PROFITABILITY -2.490239 0.059817 -41.63085 0.0000
S1 -0.749277 0.122666 -6.108288 0.0000
S2 0.377998 0.061902 6.106375 0.0000
S3 0.398285 0.056358 7.067114 0.0000
S4 0.401597 0.053086 7.564994 0.0000
S5 -0.454617 0.076304 -5.957999 0.0000
S7 -0.895516 0.080989 -11.05733 0.0000
S8 -0.451224 0.057888 -7.794836 0.0000
S9 -1.629183 0.113557 -14.34689 0.0000
LOG(SIZE) -0.152939 0.007411 -20.63542 0.0000
SME 0.557508 0.093979 5.932257 0.0000
Y2008 1.317953 0.034170 38.57080 0.0000
Y2009 1.343511 0.034653 38.77017 0.0000
Y2010 -0.051656 0.033585 -1.538066 0.1240
Y2011 0.546328 0.034540 15.81718 0.0000
C -3.496262 0.129647 -26.96752 0.0000

So my request is how to have a row with the marginal effect of each variable?

That would save my life. Thank you!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: marginal effect logit

Postby EViews Glenn » Mon Jul 21, 2014 11:08 am

The following discussion should be relevant. My calculations there are at means for continuous variables in a probit:

http://forums.eviews.com/viewtopic.php? ... ect#p27992

Replace the @dnorm with @dlogistic since you have a logit model.

eddylle
Posts: 23
Joined: Wed Apr 09, 2014 4:28 am

Re: marginal effect logit

Postby eddylle » Mon Jul 21, 2014 12:03 pm

Brilliant, thank you very much!
Since variables from s1 to s9 and year variables all are dummy, is it still available for those variables?

Thanks again


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