D_continuous.margins: Calculate derivatives of marginal effects for continuous...

Description Usage Arguments Value Author(s) See Also

Description

Calculates derivatives of marginal effects with respect to the estimated parameters for variables that are treated as continuous. Required to calculate standard errors of marginal effects.

Usage

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D_continuous.margin.mean_mean(whichMargins, whichXest, X, paramvec, etas,
                              link, std.dev)
                              
D_continuous.margin.mean_var(Z, paramvec, etas, link, std.dev, gstd.dev)

D_continuous.margin.mean_alpha(estThresh, outcomematrix, paramvec, etas,
                               link,std.dev)
                               
D_continuous.margin.var_mean(X, paramvec, etas, link,std.dev, gstd.dev)

D_continuous.margin.var_var(whichMargins, whichZest, Z, paramvec, etas,
                            link, std.dev, gstd.dev, hstd.dev)
                            
D_continuous.margin.var_alpha(estThresh, outcomematrix, paramvec, etas,
                              link, std.dev, gstd.dev)

Arguments

whichMargins

Numeric vector indicating indexes of parameters in the relevant matrix for which margins are desired.

whichXest

Logical vector indicating the variables in X for which the relevant parameters were estimated.

X

Data matrix containing variables in mean equation.

paramvec

Coefficients related to variables for which marginal effects are desired.

etas

Inputs to link functions.

link

specifies the link function for the estimated model.

std.dev

The calculated standard deviation of the error terms.

Z

Data matrix containing variables in variance equation.

whichZest

Logical vector indicating the variables in Z for which the relevant parameters were estimated.

gstd.dev

The calculated derivative of the standard deviation of the error terms.

hstd.dev

The calculated second derivative of the standard deviation of the error terms.

estThresh

Logical vector indicating which threshold parameters were estimated.

outcomematrix

A matrix that indicates the outcome variable.

Value

Numeric matrix of derivatives of marginal effects with respect to estimated parameters.

Author(s)

Nathan Carroll, nathan.carroll@ur.de

See Also

margins.oglmx


oglmx documentation built on May 2, 2019, 5:14 a.m.