R help - Jul 2010 - Marginal effects from interaction regression model

Dear all,

I'd like to plot the marginal effect of a variable in a multiplicative
interaction regression, that is, the effect of a variable conditional on the
values of another variable. As an illustration, given model lm1

lm1 <- lm(y ~ x*z)

I'd like to get the effects of x on y conditional on the values of z, with
the corresponding confidence intervals if possible. Does anyone know of any
package or simple way to do this?

Thanks


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On Jul 25, 2010, at 10:24 PM, Guillem R. wrote:
>
> Dear all,
>
> I'd like to plot the marginal effect of a variable in a multiplicative
> interaction regression, that is, the effect of a variable  
> conditional on the
> values of another variable. As an illustration, given model lm1
>
> lm1 <- lm(y ~ x*z)
? predict

Perhaps:

predict(lm1, newdata=data.frame(x=1:10, z=5), interval="confidence")

>
> I'd like to get the effects of x on y conditional on the values of  
> z, with
> the corresponding confidence intervals if possible. Does anyone know  
> of any
> package or simple way to do this?
>
> Thanks
-- 

David Winsemius, MD
West Hartford, CT