Robi Ragan wrote: > I am trying to compute the marginal effects from a logit. > > dPr(y=1)/dx_k > > and > > delta Pr(y=1|xbar)/ delta x_k > > I have searched the archives and seen the question asked, but never an > answer given. Is this possible in either lrm or glm? > > Thanks, >
Taking the derivative does yield a kind of marginal effect but not one that most people use. Marginal effects on a relative basis are traditionally computed via odds ratios (do ?summary.Design). You could also compute effects as probability differences but confidence intervals would not be automatic. I prefer to give confidence intervals for odds ratios and a graph translating odds ratios to risk differences as a (strong) function of baseline risk (such a graph is in my book Regression Modeling Strategies). -Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.