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 at r-project.org] On Behalf Of Miluji
> Sb
> Sent: Wednesday, September 5, 2018 6:30 PM
> To: r-help mailing list <r-help at 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]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
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 at 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 at r-project.org] On Behalf Of
Miluji
> > Sb
> > Sent: Wednesday, September 5, 2018 6:30 PM
> > To: r-help mailing list <r-help at 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]]
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-
> > guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
[[alternative HTML version deleted]]
Dear Milu, Effect() doesn't have a specific plm method so the default method is invoked. Before responding to your initial question. I tried Effect() with an example from ?plm and it worked. Without a reproducible example that produces the error that you encountered, there's no way to answer your question. Best, John> -----Original Message----- > From: Miluji Sb [mailto:milujisb at gmail.com] > Sent: Thursday, September 6, 2018 5:37 AM > To: Fox, John <jfox at mcmaster.ca> > Cc: r-help mailing list <r-help at r-project.org> > Subject: Re: [R] Marginal effects with plm > > 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 at mcmaster.ca > <mailto:jfox at 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/ > <http://socialsciences.mcmaster.ca/jfox/> > > > > > -----Original Message----- > > From: R-help [mailto:r-help-bounces at r-project.org <mailto:r-help- > bounces at r-project.org> ] On Behalf Of Miluji > > Sb > > Sent: Wednesday, September 5, 2018 6:30 PM > > To: r-help mailing list <r-help at r-project.org <mailto:r-help at 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]] > > > > ______________________________________________ > > R-help at r-project.org <mailto:R-help at r-project.org> mailing list -- > To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting- > > guide.html > > and provide commented, minimal, self-contained, reproducible > code. >