[R] Calculating std errors of marginal effects in interactions
Jose.Iparraguirre at ageuk.org.uk
Thu Apr 11 11:41:31 CEST 2013
Have a look at this blog:
Hope it helps!
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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
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