[R] question on marginal effects
Renuka Sane
renukas at gmail.com
Fri May 9 13:26:51 CEST 2008
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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