clarify (Q74226): Difference between revisions
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Simulation-Based Inference for Regression Models
Language | Label | Description | Also known as |
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English | clarify |
Simulation-Based Inference for Regression Models |
Statements
21 September 2023
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Performs simulation-based inference as an alternative to the delta method for obtaining valid confidence intervals and p-values for regression post-estimation quantities, such as average marginal effects and predictions at representative values. This framework for simulation-based inference is especially useful when the resulting quantity is not normally distributed and the delta method approximation fails. The methodology is described in King, Tomz, and Wittenberg (2000) <doi:10.2307/2669316>. 'clarify' is meant to replace some of the functionality of the archived package 'Zelig'; see the vignette "Translating Zelig to clarify" for replicating this functionality.
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