Partial Effects for Fractional Panel Data Regression

Computes Average Partial Effects (APEs) for fractional panel data models fit using fracregpd. In correlated random effects (CRE) models, the time-averages of the covariates are used merely to control for unobserved heterogeneity, and as such, they are automatically filtered out when computing the structural partial effects. Standard errors are computed using the Delta method and the bootstrapped parameter variance matrix.

Usage

fracregpd.pe(
  object,
  APE = TRUE,
  CPE = FALSE,
  at = NULL,
  which.x = NULL,
  variance = TRUE,
  table = FALSE,
  ...
)

Arguments

object

An object of class fracregpd.

APE

logical. Compute Average Partial Effects?

CPE

logical. Compute Conditional Partial Effects? (Not currently supported for panel data models).

at

numeric vector. The values at which to evaluate the CPE.

which.x

character vector. Variables for which to compute partial effects. By default, auxiliary CRE parameters (like _mean and vhat) are automatically excluded so that partial effects are only computed for the main structural parameters.

variance

logical. Compute standard errors using the Delta method?

table

logical. Print the resulting partial effects table?

...

further arguments passed to or from other methods.

Value

An object of class fracreg.pe containing the standard coefficient tables with Average Partial Effects.

See also

fracregpd, fracreg.pe

Author

Sulman Olieko Owili <oliekosulman@gmail.com>

Examples

# \donttest{
# Simulate Panel Data
N <- 50
T <- 5
id <- rep(1:N, each=T)
time <- rep(1:T, N)
x1 <- rnorm(N*T)
x2 <- rnorm(N*T)
z1 <- rnorm(N*T)
u <- rnorm(N*T)
y <- exp(x1 - x2 + u)/(1 + exp(x1 - x2 + u))
X <- cbind(x1 = x1, x2 = x2)
Z <- cbind(x1 = x1, z1 = z1)

# Estimate panel data model
mod_pd <- fracregpd(id=id, time=time, y=y, x=X, z=Z, 
                    x.exogenous=FALSE, type="GMMbgw", link="logit")

# Compute Average Partial Effects
pe_res <- fracregpd.pe(mod_pd)
summary(pe_res)
#> 
#> -------------------------------------------------------------------------------- 
#>                             Average partial effects 
#> -------------------------------------------------------------------------------- 
#>                      Panel data fractional logit regression 
#> -------------------------------------------------------------------------------- 
#> 
#> Note: Standard errors computed using the Delta method
#>         dy/dx Std. Error z value Pr(>|z|)
#> x1  9.893e-02  1.027e+07       0        1
#> x2 -2.073e-01  2.300e+07       0        1
#> -------------------------------------------------------------------------------- 
#>                          Run Date: 2026-08-08 15:50:23 
#> -------------------------------------------------------------------------------- 
# }