[R] Marginal effects with plm

[Miluji Sb]

Dear John,

Thank you very much for the solution and the suggestion. I have tried the
following;

plm1 <- plm(formula = log(gva_ind) ~  poly(x1, 2, raw=TRUE) +
heat*debt_dummy + tt, data = df, index=c("region","year"))

Ef.hd <- Effect(c("heat", "debt_dummy"), plm1)

But get the following error;  - Error in UseMethod("droplevels") : no
applicable method for 'droplevels' applied to an object of class "NULL"

Is this something to do with the way the plm object? Thanks again!

Sincerely,

Milu

On Thu, Sep 6, 2018 at 1:12 AM Fox, John <jfox using mcmaster.ca> wrote:

> Dear Milu,
>
> Depending upon what you mean by "marginal effects," you might try the
> effects package. For example, for your model, try
>
>         (Ef.hd <- Effect(c("heat", "debt_dummy"), plm1))
>         plot(Ef.hd)
>
> A couple of comments about the model: I'd prefer to specify the formula as
> log(y) ~ poly(x1, 2) + heat*debt + tt or log(y) ~ poly(x1, 2, raw=TRUE) +
> heat*debt + tt (assuming that debt_dummy is a precoded dummy regressor for
> a factor debt).
>
> I hope this helps,
>  John
>
> --------------------------------------
> John Fox, Professor Emeritus
> McMaster University
> Hamilton, Ontario, Canada
> Web: socialsciences.mcmaster.ca/jfox/
>
>
>
> > -----Original Message-----
> > From: R-help [mailto:r-help-bounces using r-project.org] On Behalf Of Miluji
> > Sb
> > Sent: Wednesday, September 5, 2018 6:30 PM
> > To: r-help mailing list <r-help using r-project.org>
> > Subject: [R] Marginal effects with plm
> >
> > Dear all,
> >
> > I am running the following panel regression;
> >
> > plm1 <- plm(formula = log(y) ~ x1 + I(x1^2) + heat*debt_dummy + tt, data
> > = df, index=c("region","year"))
> >
> > where 'df' is a pdata.frame. I would like to obtain marginal effects of
> > 'y'
> > for the variable 'x1'. I have tried the packages 'prediction' and
> > 'margins'
> > without luck.
> >
> > Is it possible to obtain marginal effects with 'plm'? Any help will be
> > highly appreciated. Thank you.
> >
> > Error in UseMethod("predict") :
> >   no applicable method for 'predict' applied to an object of class
> > "c('plm', 'panelmodel')"
> >
> > Sincerely,
> >
> > Milu
> >
> >       [[alternative HTML version deleted]]
> >
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