[R] Marginal effects from interaction regression model

[Guillem R.]

As far as I know, the predict command gives the predicted values (and
intervals) of y, but what I'm looking for is the conditional effects (betas)
of x on y conditional on values of z.

I'm trying to produce a plot similar to the first shown in this link:
http://homepages.nyu.edu/~mrg217/interaction.html#code

Thanks again



David Winsemius wrote:
> 
> 
> 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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