[R] marginal effects in glm's

From: Dimitri Joe <dimitrijoe_at_gmail.com>
Date: Tue 13 Dec 2005 - 09:01:54 EST


I wonder if there is a function in (some package of) R which computes marginal effects of the variables in a glm, say, for concretness, a probit model. By marginal effects of the covariate x_j I mean

d P(y=1 | x),

which is approx

g(xB)B_j dx_j

where g is the pdf of the normal distribution, x is the vector of covariates (at some points, say, the mean values) and B is the estimated vector of coefficients. Of course, it isn't difficult to write such a function, but that's exactly why I find it strange the fact that I didn't find it.

Also, I couldn't find a function which gives the percent correctly predicted for some threshold, say, .5 (something usually reported). Any suggestions where to look for these two functions?

Many thanks,


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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Dec 13 09:06:21 2005

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