[R] Marginal effects from interaction regression model

[Michael Friendly]

The plots you are looking for are called 'effect plots'.  See the 
effects package by John Fox.

Guillem R. wrote:
> 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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>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
> 


-- 
Michael Friendly     Email: friendly AT yorku DOT ca
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York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
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