# \#econometrics

**URL:** https://discourse.julialang.org/tag/econometrics/778.md

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## [Probit marginal effects](https://discourse.julialang.org/t/probit-marginal-effects/124773)

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**Author:** [@hendri54](https://discourse.julialang.org/u/hendri54)\
**Replies:** 1\
**Last updated:** [January 15, 2026, 3:33pm UTC](https://discourse.julialang.org/t/probit-marginal-effects/124773 "2026-01-15T15:33:26Z")

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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 app…

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## [Margins.jl and FormulaCompiler.jl: Marginal effects for Julia](https://discourse.julialang.org/t/margins-jl-and-formulacompiler-jl-marginal-effects-for-julia/135038)

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**Author:** [@emfeltham](https://discourse.julialang.org/u/emfeltham)\
**Replies:** 2\
**Last updated:** [January 14, 2026, 2:24pm UTC](https://discourse.julialang.org/t/margins-jl-and-formulacompiler-jl-marginal-effects-for-julia/135038 "2026-01-14T14:24:38Z")

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Marginal effects analysis is fundamental to interpreting statistical models, yet existing implementations face computational constraints that limit analysis at scale. I introduce two Julia packages that address this gap.…

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## [Predict values using multinomial logistic regression?](https://discourse.julialang.org/t/predict-values-using-multinomial-logistic-regression/128621)

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**Author:** [@Paulogcd](https://discourse.julialang.org/u/Paulogcd)\
**Replies:** 1\
**Last updated:** [May 2, 2025, 11:39am UTC](https://discourse.julialang.org/t/predict-values-using-multinomial-logistic-regression/128621 "2025-05-02T11:39:16Z")

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Dear Julia community :slightly\_smiling\_face:, I have been trying to run a Multinomial logistic regression and to get the estimated results from a certain set of values. I managed to run the regression, but fail to get …

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## [Dynamic panel data models in Julia](https://discourse.julialang.org/t/dynamic-panel-data-models-in-julia/126979)

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**Author:** [@keynescoefen](https://discourse.julialang.org/u/keynescoefen)\
**Replies:** 3\
**Last updated:** [March 17, 2025, 3:51pm UTC](https://discourse.julialang.org/t/dynamic-panel-data-models-in-julia/126979 "2025-03-17T15:51:33Z")

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Hello! Does anyone know whether any packages implement dynamic panel data models, like xtabond would in Stata? Thank you!

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## [\[ANN\] FredMDQD](https://discourse.julialang.org/t/ann-fredmdqd/113265)

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**Author:** [@enweg](https://discourse.julialang.org/u/enweg)\
**Replies:** 0\
**Last updated:** [April 20, 2024, 7:31am UTC](https://discourse.julialang.org/t/ann-fredmdqd/113265 "2024-04-20T07:31:17Z")

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Happy to announce that FredMDQD is officially released. FredMDQD makes working with Fred MD and Fred QD datasets easy. Fred MD and Fred QD are popular pre-compiled datasets often used in macroeconometrics. Let me know i…

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## [\[ANN\] Announcing LongMemory.jl A package for Generating, Estimating, and Forecasting Long Memory Models](https://discourse.julialang.org/t/ann-announcing-longmemory-jl-a-package-for-generating-estimating-and-forecasting-long-memory-models/108255)

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**Author:** [@everval](https://discourse.julialang.org/u/everval)\
**Replies:** 3\
**Last updated:** [January 3, 2024, 9:28am UTC](https://discourse.julialang.org/t/ann-announcing-longmemory-jl-a-package-for-generating-estimating-and-forecasting-long-memory-models/108255 "2024-01-03T09:28:16Z")

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Hi All, Long time listener, first time caller… I am happy to announce that after several months of getting to understand the language better, I have finally published my first Julia registered package: LongMemory.jl. …

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## [Econometrics.jl vs. R's plm](https://discourse.julialang.org/t/econometrics-jl-vs-rs-plm/68345)

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**Author:** [@mthelm85](https://discourse.julialang.org/u/mthelm85)\
**Replies:** 2\
**Last updated:** [September 18, 2021, 3:24pm UTC](https://discourse.julialang.org/t/econometrics-jl-vs-rs-plm/68345 "2021-09-18T15:24:21Z")

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I’m working through the Econometrics With R online book, specifically the example in 10.3 on fixed effects regression, but I’m trying to follow along with Econometrics.jl. Here’s the full code to reproduce the example: …

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## [Materials to better understand Econometrics.jl absorb feature](https://discourse.julialang.org/t/materials-to-better-understand-econometrics-jl-absorb-feature/68276)

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**Author:** [@mthelm85](https://discourse.julialang.org/u/mthelm85)\
**Replies:** 3\
**Last updated:** [September 17, 2021, 5:02pm UTC](https://discourse.julialang.org/t/materials-to-better-understand-econometrics-jl-absorb-feature/68276 "2021-09-17T17:02:01Z")

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This is only a little bit of a Julia question and mostly a question about where to find materials for learning econometrics, but: I’m wondering if anyone can suggest good materials for learning about modelling techniques…

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## [Help fitting linear probability model with GLM.jl](https://discourse.julialang.org/t/help-fitting-linear-probability-model-with-glm-jl/67004)

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**Author:** [@mthelm85](https://discourse.julialang.org/u/mthelm85)\
**Replies:** 4\
**Last updated:** [August 26, 2021, 7:25am UTC](https://discourse.julialang.org/t/help-fitting-linear-probability-model-with-glm-jl/67004 "2021-08-26T07:25:57Z")

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I’m looking to fit a linear probability model of the form: y\_i = \\alpha X\_i + PT\_i \\beta + \\phi\_j + \\lambda\_r + \\epsilon\_i Where: y\_i is 1 if worker is independent contractor on main job, else 0 X\_i is a vector of pe…