clarify
Simulation-Based Inference for Regression Models
Steven Worthington, Noah Greifer, Stefano Maria Iacus, Gary King
Last update: 21 September 2023
Copyright license: GNU General Public License
Software version identifier: 0.1.2, 0.1.3, 0.1.0, 0.1.1, 0.2.0
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.
This page was built for software: clarify
