effects.mlogit: Marginal effects of the covariates

Description Usage Arguments Value Author(s) See Also Examples

View source: R/mlogit.methods.R

Description

The effects method for mlogit objects computes the marginal effects of the selected covariate on the probabilities of choosing the alternatives

Usage

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## S3 method for class 'mlogit'
effects(object, covariate = NULL,
                        type = c("aa", "ar", "rr", "ra"), data = NULL, ...)

Arguments

object

a mlogit object,

covariate

the name of the covariate for which the effect should be computed,

type

the effect is a ratio of two marginal variations of the probability and of the covariate ; these variations can be absolute "a" or relative "r". This argument is a string that contains two letters, the first refers to the probability, the second to the covariate,

data

a data.frame containing the values for which the effects should be calculated. The number of lines of this data.frame should be equal to the number of alternatives,

...

further arguments.

Value

If the covariate is alternative specific, a $J$ times $J$ matrix is returned, $J$ being the number of alternatives. Each line contains the marginal effects of the covariate of one alternative on the probability to choose any alternative. If the covariate is individual specific, a vector of length $J$ is returned.

Author(s)

Yves Croissant

See Also

mlogit for the estimation of multinomial logit models.

Examples

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data("Fishing", package = "mlogit")
Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice = "mode")
m <- mlogit(mode ~ price | income | catch, data = Fish)
# compute a data.frame containing the mean value of the covariates in
# the sample
z <- with(Fish, data.frame(price = tapply(price, index(m)$alt, mean),
                           catch = tapply(catch, index(m)$alt, mean),
                           income = mean(income)))
# compute the marginal effects (the second one is an elasticity
effects(m, covariate = "income", data = z)
effects(m, covariate = "price", type = "rr", data = z)
effects(m, covariate = "catch", type = "ar", data = z)

Example output

Loading required package: Formula
Loading required package: maxLik
Loading required package: miscTools

Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.

If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
        beach          boat       charter          pier 
 1.132965e-06  3.113068e-05 -2.408677e-05 -8.176877e-06 
             beach       boat    charter       pier
beach   -2.4634447  0.1512128  0.1512128  0.1512128
boat     0.5797049 -0.8172610  0.5797049  0.5797049
charter  0.9741351  0.9741351 -1.1590941  0.9741351
pier     0.1844507  0.1844507  0.1844507 -2.4302068
               beach        boat     charter         pier
beach    0.040943135 -0.01803326 -0.01984425 -0.003065622
boat    -0.010447074  0.10568073 -0.08249023 -0.012743428
charter -0.012623645 -0.09057996  0.11860203 -0.015398428
pier    -0.001887074 -0.01354055 -0.01490036  0.030327981

mlogit documentation built on May 29, 2017, 5:28 p.m.