Abstract:
margfx estimates the mean (over a chosen sample) marginal effect of a RHS variable on the probability that the observed outcome for the LHS is 1. The estimated variance is calculated using the delta method. The resulting matrix is an asymptotically valid first-order approximation to the asymptotic covariance matrix for the marginal effects.
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().
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