I am looking for a package that can estimate probit regressions and calculate marginal effects. GLM.jl can estimate the regression, but (to my knowledge) not calculate the marginal effects. Effects.jl appears to only apply to linear (GLS) models. Thank you any suggestions.

Probit marginal effects

emfeltham January 15, 2026, 3:33pm 2

I believe that Effects.jl can calculate adjusted predictions for probit models. You may also be interested in Margins.jl (announced here) for functionality similar to margins in Stata or the marginaleffects package in R.

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Probit marginal effects

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