D_continuous.margin.mean_mean {oglmx} | R Documentation |
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.
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)
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. |
Numeric matrix of derivatives of marginal effects with respect to estimated parameters.
Nathan Carroll, nathan.carroll@ur.de