{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2767","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2767/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2767/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2767/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2767","id":127042423,"number":2767,"title":"Documentation on marginal effects?","user":{"login":"dpavlic","id":1075079,"avatar_url":"https://avatars.githubusercontent.com/u/1075079?v=3","gravatar_id":"","url":"https://api.github.com/users/dpavlic","html_url":"https://github.com/dpavlic","followers_url":"https://api.github.com/users/dpavlic/followers","following_url":"https://api.github.com/users/dpavlic/following{/other_user}","gists_url":"https://api.github.com/users/dpavlic/gists{/gist_id}","starred_url":"https://api.github.com/users/dpavlic/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/dpavlic/subscriptions","organizations_url":"https://api.github.com/users/dpavlic/orgs","repos_url":"https://api.github.com/users/dpavlic/repos","events_url":"https://api.github.com/users/dpavlic/events{/privacy}","received_events_url":"https://api.github.com/users/dpavlic/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":1,"created_at":"2016-01-16T18:06:04Z","updated_at":"2016-01-16T18:37:13Z","closed_at":null,"body":"Hello, and plase forgive me if I just haven't looked quite hard enough, but I am trying to run a logit regression; after that I get the (overall, dydx) marginal effects.  The estimates I get are somewhat different then when I use Stata's margins.  I can provide an example, but I of course do not know if the simple answer is that the effects are somewhat differently calculated between the statsmodels and Stata's implementation?  "},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/172244488","html_url":"https://github.com/statsmodels/statsmodels/issues/2767#issuecomment-172244488","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2767","id":172244488,"user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"created_at":"2016-01-16T18:37:13Z","updated_at":"2016-01-16T18:37:13Z","body":"I never really compared the details with Stata on any examples. Skipper @jseabold  did all the work, but is most likely to busy to look into this.\r\n\r\nIf you can provide the example and discrepancy to Stata, then I can also look into it.\r\n\r\nAFAIK, our margins are closely modeled after those in Stata and I thought they should produce the same results (except possibly corner cases, and missing functionality). I was reading the Stata documentation as documentation for our version.\r\n\r\nMy first check in cases like this is to look at the test suite and see whether there is anything similar to the example or usecase. In some cases we do use different definitions or small sample corrections compared to Stata, and the test suite has comments about this in several cases. \r\nBut I'm not aware of any discrepancy, (which doesn't mean that there are none, because I never checked).\r\n"}}