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Activity Number:
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337
- SPEED: Methodological Developments in Social Statistics, Part 1
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Type:
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Contributed
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Date/Time:
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Tuesday, July 30, 2019 : 10:30 AM to 12:20 PM
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Sponsor:
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Social Statistics Section
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Abstract #307189
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Title:
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Confidence Intervals for Marginal Effects and Predictive Margins in Logit Models
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Author(s):
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Chaitra Nagaraja* and Benjamin Cole
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Companies:
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Fordham University and Fordham University
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Keywords:
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delta method;
bootstrap
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Abstract:
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A common expectation in academic papers in business and economics is to compute the marginal effects and predictive margins in logistic regression models. The goal is to help interpret the results of the fitted model. Alongside these point estimates, confidence intervals are also expected to be reported. The standard methodology uses the delta method. This paper shows the consequences of using this standard procedure and explores alternatives, like the bootstrap and an adjusted delta method.
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Authors who are presenting talks have a * after their name.
