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History of MetrikaKit/Tests/MetrikaKitTests/MarginsTests.swift · clear filter

  1. feat(engine): margins dydx() with delta-method standard errors
    - ZQOLSResult/ZQGLMResult expose the full covariance matrix (column-major
      k x k aligned with coefficients); IV passes it through
    - EstimationState carries vce, inference df, and the estimation-sample
      design (GLMs only — AMEs need it)
    - margins, dydx(varlist): OLS/IV effects are the coefficients with their
      SEs; GLM average marginal effects with analytic delta gradients
      (logit p(1-p)(1-2p), probit -xb*phi, poisson exp) over the estimation
      sample; t or z inference per model kind
    - factor/interaction dydx rejected with a clear message (discrete-change
      margins later); continuous terms of factor models work
    - R fixtures mirror the exact formulas at the converged coefficients;
      logit/poisson AME and delta SE match at 1e-10
    - 98 tests green (swift test and xcodebuild with GPU suites)
    
    Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    simon-pierre boucher committed 6 days ago (Aug 5, 2026) · 1 file changed +88