R: Calculate derivatives of marginal effects for continuous...

D_continuous.margin.mean_mean {oglmx}

R Documentation

Calculate derivatives of marginal effects for continuous variables.

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

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)