Re: [R] Marginal and Discrete Effects of a Logit

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Tue 03 Oct 2006 - 13:58:43 GMT

Robi Ragan wrote:
> I am trying to compute the marginal effects from a logit.
>
> dPr(y=1)/dx_k
>
> and
>
> delta Pr(y=1|xbar)/ delta x_k
>
> I have searched the archives and seen the question asked, but never an
> answer given. Is this possible in either lrm or glm?
>
> Thanks,
>

Taking the derivative does yield a kind of marginal effect but not one that most people use. Marginal effects on a relative basis are traditionally computed via odds ratios (do ?summary.Design). You could also compute effects as probability differences but confidence intervals would not be automatic. I prefer to give confidence intervals for odds ratios and a graph translating odds ratios to risk differences as a (strong) function of baseline risk (such a graph is in my book Regression Modeling Strategies). -Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Wed Oct 04 00:01:01 2006

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