[R] question on marginal effects

From: Renuka Sane <renukas_at_gmail.com>
Date: Fri, 09 May 2008 21:26:51 +1000

I have a question regarding calculating marginal effects (change in the probability due to a one unit change in x) for a probit or for that matter any discrete choice model. Does R have a function that will essentially do this:

     dE[y|x]
     ------- = f(x'beta)*beta
     dx

Stata has a command called "mfx" that calculates the marginal effects at the mean (of the x values). Is there a R equivalent to mfx?

Thanks,
Renuka.



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