D_discrete.margins: Calculate derivatives of marginal effects for binary...

Description Usage Arguments Value Author(s) See Also

Description

Calculates derivatives of marginal effects with respect to the estimated parameters for binary variables. Required to calculate standard errors of marginal effects.

Usage

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D_discrete.margin_meanonly.mean(whichVars, whichXest, X, fouretas, link, std.dev)

D_discrete.margin_mean.var(whichZest, Z, fouretas, link, std.dev, gstd.dev)

D_discrete.margin_mean.alpha(estThresh, outcomematrix, fouretas, std.dev, link)

D_discrete.margin_var.mean(whichXest, X, fouretas, link, StdDevs)

D_discrete.margin_varonly.var(whichVars, whichZest, Z,fouretas, ZDinputs, link, 
                              StdDevs, gsdmodel)

D_discrete.margin_var.alpha(estThresh, outcomematrix, fouretas, StdDevs, link)

D_discrete.margin_meanvar.mean(whichXest, X, BothEqLocs, fouretas, StdDevs, link)

D_discrete.margin_meanvar.var(whichZest, Z, BothEqLocs, fouretas, ZDinputs, link,
                              StdDevs,gsdmodel)

Arguments

whichVars

Numeric vector stating indexes of variables that are binary and marginal effects 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.

fouretas

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.

estThresh

Logical vector indicating which threshold parameters were estimated.

outcomematrix

A matrix that indicates the outcome variable.

ZDinputs

Values of inputs to function that gives standard deviation when binary variable is equal to 0 and 1.

StdDevs

Values of standard deviation when binary variable is equal to 0 and 1.

gsdmodel

Expression used to calculate derivative of standard deviation.

BothEqLocs

Dataframe describing locations of binary variables that are in both the mean and variance equations.

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.