R help - Apr 2013 - Calculating std errors of marginal effects in interactions

Hi! I've been looking for a way to calculate std errors of marginal effects
when I use interaction terms, but with no success. I pretty much have two
cases: continuous variable * continuous variable, and continuous variable *
binary variable. In both cases, I know how to calculate the marginal
effects, even with simulation.

But I still can't figure out how to calculate the std errors of the
marginal effects in R. I am trying to do this both with lm objects and
lmrob objects. Any general or specific insight here will be very much
preciated.

R.

	[[alternative HTML version deleted]]

Hi Richard,

Have a look at this blog:
http://www.r-bloggers.com/recovering-marginal-effects-and-standard-errors-from-interaction-terms-in-r/

Hope it helps!

Jos?

Jos? Iparraguirre
Chief Economist
Age UK

T 020 303 31482
E Jose.Iparraguirre at ageuk.org.uk
Twitter @jose.iparraguirre at ageuk


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London, WC1H 9NB
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Richard Asturia
Sent: 11 April 2013 05:57
To: r-help at r-project.org
Subject: [R] Calculating std errors of marginal effects in interactions

Hi! I've been looking for a way to calculate std errors of marginal effects
when I use interaction terms, but with no success. I pretty much have two
cases: continuous variable * continuous variable, and continuous variable *
binary variable. In both cases, I know how to calculate the marginal
effects, even with simulation.

But I still can't figure out how to calculate the std errors of the
marginal effects in R. I am trying to do this both with lm objects and
lmrob objects. Any general or specific insight here will be very much
preciated.

R.

	[[alternative HTML version deleted]]

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