Questions tagged [marginal-effect]
Marginal effects measure the change in the conditional mean of outcome $y$ when regressors change by one unit.
239 questions
3 votes
1 answer
162 views
Average marginal effect larger than the scale range of the dependent variable in a linear regression
Marginal effects display the expected change in the dependent variable for a one-unit increase in the independent variable, expressed on the original response scale. I ran the following ordinary ...
- 31
1 vote
0 answers
38 views
I am using multiple imputation by chained equations on a logistic regression model; can I use Rubin's Rules to get CIs for the marginal effect?
I've got a binary outcome, 10-20 predictors (some numeric, some binary). There is one focal predictor. I would like to present the effect as a marginal effect (i.e., an adjusted prevalence difference),...
1 vote
1 answer
30 views
Bayesian Bernoulli model - getting marginal effects plots based on group, not overall dataset
I have a Bayesian model with a Bernoulli distribution as follows. The dataset is based on site visits (sites have a different n visits) with over 800 observations. ...
- 21
0 votes
0 answers
30 views
Running adaptive shrinkage on marginal means (conjoint analysis)
I am trying to use adaptive shrinkage (using the ashr R package) to adjust for multiple hypothesis testing in conjoint analysis. My understanding from recent ...
- 65
3 votes
1 answer
66 views
Error bars for slopes on probability scale crosses 0 but interaction is significant
I am trying to understand this multinomial logistic regression model. The dependent variable is subjective class. There are two independent variables and an interaction term (objective class and year)....
- 603
1 vote
1 answer
109 views
Marginal effects after bivariate probit model with sample selection [closed]
I have used the heckit() function in the sampleSelection package in R, using 2-step estimation for a bivariate probit (or probit-probit) model (I am aware of the debate about the suitability of 2-step ...
- 11
1 vote
1 answer
83 views
Estimating Range-Based Comparisons for Continuous Predictors with marginaleffects
Background I need to estimate the average treatment effect of being above vs. below the median on a continuous predictor that exhibits non-linearities. This quantity answers the research question: “...
1 vote
0 answers
70 views
Predicting population-level effects of a hierarchical GAM with both a global smoother and group-level factor-smooth interaction term
I am having difficulty making population-level model predictions on the response scale for a hierarchical binomial generalized additive model (GAM) that contains both a "global smoother" ...
- 53
4 votes
1 answer
149 views
Interpreting interaction terms in GLM model with multiple variables: why we report Average Marginal Effects?
From the lalonde dataset, people can have or not a degree (dummy variable nodegree), can be white, black or hispanic (factor variable race), can or not be married (dummy variable married), can or not ...
- 3,403
4 votes
1 answer
159 views
r marginal effects two continuous predictors with interactions
I’m working with a linear mixed effects model to examine the relationship between a continuous exposure and an outcome (waist circumference), adjusting for covariates including age. Age is included as ...
3 votes
1 answer
118 views
How can I estimate individual-level linear model predictions a latent class mixed model using lcmm package in R?
I am trying to complete the following statistical analyses using lcmm package in R, using longitudinal data with repeated survey question responses from the same people over time: Model the repeated ...
- 33
2 votes
1 answer
127 views
Non-linear difference-in-differences (DiD) model and negative p-values
I have a Poisson diff-in-diff model. Following Puhani (2012), I'm trying to estimate the ATT by differencing the marginal effects, like this: ...
- 3,403
4 votes
2 answers
214 views
Issues Simulating Data to Demonstrate the Use Case of Average Marginal Effects
According to my understanding, some of the several benefits of estimating model-based predicted probabilities for interpretation rather than directly interpreting model output include 1) an ...
- 161
0 votes
0 answers
62 views
Interpretation of Average Marginal Effect following Beta Regression Model
I have calculated the average marginal effects/AMEs of some predictors on my outcome variable following a fitted mixed effects Beta regression model. My question is, how to make interpretation of the ...
0 votes
0 answers
46 views
Marginal Effect of a Tobit Model
I had an exam with the following Multiple Choice Question: We have estimated a Tobit model and the coefficient of the explanatory variable X is 0.5. Which of the following statements on the marginal ...
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