effect_prof<-function(x,nsim,...){
df<-reg_effects(x,...)
df2<-data.frame(var=rep(row.names(df),each=nsim),coef=rep(NA,nsim*nrow(df)),val=rep(NA,nsim*nrow(df)))
for(i in 1:nrow(df)){
df2$coef[df2$var==row.names(df[i,])]<-runif(nsim,df[i,]$lower,df[i,]$upper)
df2$val[df2$var==row.names(df[i,])]<-rnorm(nsim,df[i,]$mean,df[i,]$sd)
}
if(is.null(x$family)==TRUE){
df2$est<-df2$coef*df2$val
}
# Put below this line in control block above
else if(is.null(x$family)==FALSE){
if(x$family[2]=="probit"){
df2$est<-pnorm(df2$coef*df2$val)
df2$est<-df2$est*(sign(df2$coef*df2$val))
} else if(x$family[2]=="logit"){
df2$est<-plogis(df2$coef*df2$val)*(1-plogis(df2$coef*df2$val))
df2$est<-df2$est*(sign(df2$coef*df2$val))
}
}
return(df2)
}
mfxboot <- function(x,boot=1000,digits=3){
x <- x
data<-x$data
# get marginal effects
pdf <- ifelse(x$family[2]=="probit",
mean(dnorm(predict(x, type = "link"))),
mean(dlogis(predict(x, type = "link"))))
marginal.effects <- pdf*coef(x)
# start bootstrap
bootvals <- matrix(rep(NA,boot*length(coef(x))), nrow=boot)
set.seed(1111)
for(i in 1:boot){
samp1 <- data[sample(1:dim(data)[1],replace=T,dim(data)[1]),]
x1 <- glm(formula(x), family=binomial(link=paste(x$family[2])),samp1)
pdf1 <- ifelse(x$family[2]=="probit",
mean(dnorm(predict(x, type = "link"))),
mean(dlogis(predict(x, type = "link"))))
bootvals[i,] <- pdf1*coef(x1)
}
res <- cbind(marginal.effects,apply(bootvals,2,sd),marginal.effects/apply(bootvals,2,sd))
if(names(x$coefficients[1])=="(Intercept)"){
res1 <- res[2:nrow(res),]
res2 <- matrix(as.numeric(sprintf(paste("%.",paste(digits,"f",sep=""),sep=""),res1)),nrow=dim(res1)[1])
rownames(res2) <- rownames(res1)
} else {
res2 <- matrix(as.numeric(sprintf(paste("%.",paste(digits,"f",sep=""),sep="")),nrow=dim(res)[1]))
rownames(res2) <- rownames(res)
}
colnames(res2) <- c("marginal.effect","standard.error","z.ratio")
return(res2)
}
#http://diffuseprior.wordpress.com/2012/04/23/probitlogit-marginal-effects-in-r-2/
effect_prof_mfx<-function(x,nsim,...){
df<-reg_effects(x)
df2<-mfxboot(x,boot=nsim)
df2 <- data.frame(cbind(rownames(df2),df2))
df2$me <- as.numeric(as.character(df2$marginal.effect))
df2$se <- as.numeric(as.character(df2$standard.error))
df2$var<-rownames(df2)
df$var<-rownames(df)
df2<-merge(df,df2,by="var")
df2$V1<-NULL
df2$marginal.effect<-NULL
df2$standard.error<-NULL
df2$z.ratio<-as.numeric(as.character(df2$z.ratio))
return(df2)
}
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