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:miluj...@gmail.com] > Sent: Thursday, September 6, 2018 5:37 AM > To: Fox, John <j...@mcmaster.ca> > Cc: r-help mailing list <r-help@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 <j...@mcmaster.ca > <mailto:j...@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-boun...@r-project.org <mailto:r-help- > boun...@r-project.org> ] On Behalf Of Miluji > > Sb > > Sent: Wednesday, September 5, 2018 6:30 PM > > To: r-help mailing list <r-help@r-project.org <mailto:r-help@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@r-project.org <mailto:R-help@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. > ______________________________________________ R-help@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.