question on marginal effects

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question on marginal effects

by Renuka Sane :: Rate this Message:

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I have a question regarding calculating marginal effects (change in  
the probability due to a one unit change in x)  for a probit or for  
that matter any discrete choice model. Does R have a function that  
will essentially do this:
     dE[y|x]
     ------- = f(x'beta)*beta
     dx

Stata has a command called "mfx" that calculates the marginal effects  
at the mean (of the x values). Is there a R equivalent to mfx?

Thanks,
Renuka.

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