statsmodels.discrete.discrete_model.LogitResults.get_margeff
-
LogitResults.get_margeff(at='overall', method='dydx', atexog=None, dummy=False, count=False)
-
Get marginal effects of the fitted model.
Parameters: -
at (str, optional) –
Options are:
- ’overall’, The average of the marginal effects at each observation.
- ’mean’, The marginal effects at the mean of each regressor.
- ’median’, The marginal effects at the median of each regressor.
- ’zero’, The marginal effects at zero for each regressor.
- ’all’, The marginal effects at each observation. If
at
is all only margeff will be available from the returned object.
Note that if
exog
is specified, then marginal effects for all variables not specified byexog
are calculated using theat
option. -
method (str, optional) –
Options are:
- ’dydx’ - dy/dx - No transformation is made and marginal effects are returned. This is the default.
- ’eyex’ - estimate elasticities of variables in
exog
– d(lny)/d(lnx) - ’dyex’ - estimate semielasticity – dy/d(lnx)
- ’eydx’ - estimate semeilasticity – d(lny)/dx
Note that tranformations are done after each observation is calculated. Semi-elasticities for binary variables are computed using the midpoint method. ‘dyex’ and ‘eyex’ do not make sense for discrete variables.
- atexog (array-like, optional) – Optionally, you can provide the exogenous variables over which to get the marginal effects. This should be a dictionary with the key as the zero-indexed column number and the value of the dictionary. Default is None for all independent variables less the constant.
- dummy (bool, optional) – If False, treats binary variables (if present) as continuous. This is the default. Else if True, treats binary variables as changing from 0 to 1. Note that any variable that is either 0 or 1 is treated as binary. Each binary variable is treated separately for now.
- count (bool, optional) – If False, treats count variables (if present) as continuous. This is the default. Else if True, the marginal effect is the change in probabilities when each observation is increased by one.
Returns: DiscreteMargins – Returns an object that holds the marginal effects, standard errors, confidence intervals, etc. See
statsmodels.discrete.discrete_margins.DiscreteMargins
for more information.Return type: marginal effects instance
Notes
When using after Poisson, returns the expected number of events per period, assuming that the model is loglinear.
-
at (str, optional) –
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.LogitResults.get_margeff.html