secondDiff {DAMisc} R Documentation

## Calculate Cross-Derivative and its Variability

### Description

Calculates the cross-derivative required to evaluate interactions in logistic/probit regression models.

### Usage

secondDiff(
obj,
vars,
data,
method = c("AME", "MER"),
vals = NULL,
typical = NULL
)


### Arguments

 obj An object of class glm that will be used to find the cross-derivative. vars A vector of two variables to be used in calculating the derivative. data A data frame. method Indicate whether you want to use average marginal effects (AME) or marginal effects at representative values (MER). vals A named list of length 2 where each element gives the minimum and maximum values used in the calculation. typical A named vector of values at which to hold variables constant.

### Details

The function calculates the second difference as (Pr(Y=1|x1=max, x2=max) - Pr(Y=1|x1=min, x2=max)) - (Pr(Y=1|x1=max, x2=min) - Pr(Y=1|x1=min, x2=min)). The function uses a parametric bootstrap to calculate the sampling distribution of the second difference.

### Value

A list with two elements:

 ave The average second difference in each iteration of the bootstrap. ind If type == 'AME', ind is returned with the second difference and measures of uncertainty for each individual observation in the original dataset probs If type == 'MER', probs is returned with the full matrix of simulated predicted probabilities for the four conditions.

### Author(s)

Dave Armstrong

[Package DAMisc version 1.7.2 Index]