CODEWITHSUNDEEP
rstatisticslogistic-regressionmarginal-effects
Benjamin Tremblay-Auger
Benjamin Tremblay-Auger

Reputation: 55

bivariate Probit/logit R : how to find ALL coefficients and marginal effects with the "zeligverse" package

I am running a bivariate logit model in R with the zeligverse package.I want to calculate the impact of my independant variables on P(Y1=1), P(Y2=1), P(Y1=1,Y2=0), P(Y1=1,Y2=1), P(Y1=0,Y2=1), P(Y1=0,Y2=0), P(Y1=1|Y2=0) and all the other conditional probabilities (Y1 and Y2 are my dependant variables. They both equal 0 or 1). I also want all the marginal effects associated with these probabilities for each independant variable.

Do you know how to find those in this package (or in another package if it works better)?

Upvotes: 1

Views: 611

Answers (1)

David C.
David C.

Reputation: 1994

Not sure this is what you are looking for (feel free to mark me down if not). Zelig packages do seem to be a right choice for your specific question.

library(Zelig)

## Let X_i be independent variable
## Assume you are working with a univariate target variable Y where Y \in {0, 1} 

set.seed(123)
m <- 100
df <- data.frame(
  Y = rbinom(m, 1, 0.5),
  X1 = rbinom(m, 1, 0.95),
  X2 = rbinom(m, 1, 0.95) 
)

## Fit model once:
fit <- zelig(
  Y ~ .,
  model = "logit", 
  data = df, 
  cite = FALSE
)
summary(fit)

## Let's focus on the binomial predictor 2
x.out1 <- setx(fit, X2=1)

## Run estimation based on a posterior distribution:
postFit <- Zelig::sim(fit, x=x.out1)
summary(postFit)
# plot(postFit)

Upvotes: 2

Related Questions