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.


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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

News

Version 0.9.2

  • Change variance covariance function for compatibility with R-devel

Version 0.9.0

  • Add generic functions for glm
  • Add functionality for ivreg

Version 0.7.0

  • Refactors to use generic functions

Version 0.6.0

  • Incorporates frequency weights into predictive margins and levels

Version 0.5.0

  • This is the initial CRAN release of modmarg

Reference manual

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install.packages("modmarg")

0.9.2 by Annie Wang, a year ago


https://github.com/anniejw6/modmarg


Report a bug at https://github.com/anniejw6/modmarg/issues


Browse source code at https://github.com/cran/modmarg


Authors: Alex Gold [aut] , Nat Olin [aut] , Annie Wang [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Suggests knitr, rmarkdown, testthat, sandwich, AER


See at CRAN