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Description

Calculating Marginal Effects and Levels with Errors.

Calculate predicted levels and marginal effects, using the delta method to calculate standard errors. This is an R-based version of the 'margins' command from Stata.

modmarg

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Calculate predicted levels and marginal effects using the delta method to calculate standard errors. This is an R-based version of Stata's 'margins' command.

Features:

  • Calculate predictive levels and margins for glm and ivreg objects (more models to be added - PRs welcome) using closed-form derivatives

  • Add custom variance-covariance matrices to all calculations to add, e.g., clustered or robust standard errors (for more information on replicating Stata analyses, see here)

  • Frequency weights are incorporated into margins and effects

Usage

To install this package from CRAN, please run

install.packages('modmarg')

To install the development version of this package, please run

devtools::install_github('anniejw6/modmarg', build_vignettes = TRUE)

Here is an example of estimating predicted levels and effects using the iris dataset:

data(iris)

mod <- glm(Sepal.Length ~ Sepal.Width + Species, 
           data = iris, family = 'gaussian')
           
# Predicted Levels
modmarg::marg(mod, var_interest = 'Species', type = 'levels')

# Predicted Effects
modmarg::marg(mod, var_interest = 'Species', type = 'effects')

There are two vignettes included:

vignette('usage', package = 'modmarg')
vignette('delta-method', package = 'modmarg')

More Reading on the Delta Method

Metadata

Version

0.9.6

License

Unknown

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