Margin is a user-written program that estimates average marginal effects, i.e. the sample average of the effects of partial or discrete changes in the explanatory variables. The presentation will compare the performance of margin and the official mfx. Margin is quicker because it computes the marginal effects and their standard errors analytically, using the appropriate cumulative distribution and density functions. If the dependent variable is a categorical or count variable, margin is more easy to use because it computes the marginal effects for each outcomes. It will also be shown that, unlike margin, mfx can produce misleading results after categorical models if the regression model includes a set of dummy variables which refer to the categories of a single categorical variable.
Download Info
To our knowledge, this item is not available for
download. To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.