Prev: UKF and EKF
Next: cell
From: Oleg Komarov on 9 Apr 2010 04:01
Dear All,
is there already any function that computes marginal effects of a probit regression as explained by Green pp.665-668 5th ed. (a different approach is used for example by Calvet, Campbell, Sodini (2006)) ?

Thanks in advance

Oleg
From: Oleg Komarov on 12 Apr 2010 05:06
"Oleg Komarov"
> Dear All,
> is there already any function that computes marginal effects of a probit regression as explained by Green pp.665-668 5th ed. (a different approach is used for example by Calvet, Campbell, Sodini (2006)) ?
>
> Thanks in advance
>
> Oleg

I wrote a wrapper of the glmfit function which calculates the marginal effects according to te two methods listed above.

If anybody is interested I can submit the function.

Oleg
 | 
Pages: 1
Prev: UKF and EKF
Next: cell