[R] Marginal effects from interaction regression model

David Winsemius dwinsemius at comcast.net
Mon Jul 26 05:12:28 CEST 2010


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



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