...
Or use calc. -poisson- has E(y)=exp(Xb) so dE(y) / dX1 is exp(Xb)
times (coef on X1 plus twice coef on X1sq times X1).
On Wed, Aug 13, 2008 at 10:41 AM, Martin Weiss
<[email protected]> wrote:
> Interpretation is facilitated by calling - mfx-. Note, though, that your
> case is special in that X1 and X1 squared will move in tandem. See -nl- as a
> solution to that...
>
> HTH
> Martin
>
> -----Original Message-----
Antonio Silva
> Hello All:
>
> I recently posted a question on autocorrelation in Poisson regression, and I
> was very happy with the responses I received.
>
> Now I have a question about interpreting my results.
>
> I ran a Poisson regression in which # of groups founded per year was the
> dependent variable. My independent variables of interest are X1 and
> X1-squared.
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