Dear Milu,

I get the same error as you with this example -- I tried a different plm model 
-- which of course is why a reproducible example is a good idea.

Here's where the error is:

----------- snip -----------

> Ef.hd <- Effect(c("pc", "emp", "unemp"), zz)
Error in UseMethod("droplevels") : 
  no applicable method for 'droplevels' applied to an object of class "NULL"
> traceback()
10: droplevels(index)
9: model.frame.pFormula(formula = log(gsp) ~ log(pcap) + log(pc) + 
       log(emp) + unemp, data = Produc, drop.unused.levels = TRUE)
8: stats::model.frame(formula = log(gsp) ~ log(pcap) + log(pc) + 
       log(emp) + unemp, data = Produc, drop.unused.levels = TRUE)
7: eval(mf, parent.frame())
6: eval(mf, parent.frame())
5: glm(formula = log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, 
       data = Produc, control = list(epsilon = 1, maxit = 1, trace = FALSE))
4: eval(cl)
3: eval(cl)
2: Effect.default(c("pc", "emp", "unemp"), zz)
1: Effect(c("pc", "emp", "unemp"), zz)

----------- snip -----------

So the error is in model.frame.pFormula(), which is from the plm package. It 
would probably require substantial effort to get this to work.

Best,
 John


> -----Original Message-----
> From: Miluji Sb [mailto:miluj...@gmail.com]
> Sent: Thursday, September 6, 2018 8:52 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,
> 
> Apologies for not providing reproducible example. I just tried with a
> plm example but ran into the same issue;
> 
> library(plm)
> data("Produc", package = "plm")
> zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, data =
> Produc, index = c("state","year"))
> 
> Ef.hd <- Effect(c("pc", "emp", "unemp"), zz)
> 
> Error in UseMethod("droplevels") :
>   no applicable method for 'droplevels' applied to an object of class
> "NULL"
> 
> What am I doing wrong? Thanks again.
> 
> Sincerely,
> 
> Milu
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