IDEAS home Printed from
   My bibliography  Save this article

Estimation of marginal effects using margeff


  • Tamás Bartus

    () (Corvinus University)


This article describes the user-written program margeff, which enables the fast estimation of (average) marginal effects. Besides describing the program, this article offers a new discussion of some problems that are related to computation of marginal effects. I will argue that (1) marginal effects computed at means are not good approximations of average marginal effects, computed as means of marginal effects evaluated at each observations, if some of the parameter estimates are large; (2) both average marginal effects and marginal effects computed at means might produce wrong estimates for dummies that are part of a set of indicator variables indicating different categories of a single underlying variable; and (3) the use of marginal effects computed at means is preferred if some of the regressors are mathematical transformations of other regressors. Copyright 2005 by StataCorp LP.

Suggested Citation

  • Tamás Bartus, 2005. "Estimation of marginal effects using margeff," Stata Journal, StataCorp LP, vol. 5(3), pages 309-329, September.
  • Handle: RePEc:tsj:stataj:v:5:y:2005:i:3:p:309-329

    Download full text from publisher

    File URL:
    Download Restriction: no

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Roger Newson, 2003. "Confidence intervals and p-values for delivery to the end user," Stata Journal, StataCorp LP, vol. 3(3), pages 245-269, September.
    Full references (including those not matched with items on IDEAS)


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:5:y:2005:i:3:p:309-329. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.