Twitter title: "{marginaleffects} Does This Thing Well (And You've Never Fully Appreciated It)"
doi.org/10.1017/psrm.2…
I've taught MLE for a long time. Since the start, I struggled to connect the carefully constructed theory of MLE with the "average-of-simulations" point estimate of King, Tomz, and Wittenberg.
I had to tell students: "this kinda works." 🤷♂️
This paper makes the connection.
Aug 1, 2023 • 30 tweets • 10 min read
Do you use logistic regression? If so, you’ll want to read the thread below.
⚠️ Warning: Memes, charts, #rstats, and practical advice ahead.
If you don’t like Twitter shenanigans, I’ll give it away.
For logit models with small-to-moderate samples (maybe N < 1,000), you should consider Firth’s penalized estimator.
I talk about it in this paper with Kelly McCaskey (open access!).