Native unit-level counterfactual differences for lm and
glm fits with the defaults of
marginaleffects::comparisons(): a numeric predictor is moved
from its observed value x to x + 1 (or x + step
via variables = list(x = step)), a factor / character /
logical / 0-1 predictor is moved from its reference level to each
other level; the difference of predictions (response scale) gets a
delta-method SE from the analytic Jacobian. Terms are ordered
alphabetically. by = TRUE averages over units (the
avg_comparisons() result). Cross-validated against
marginaleffects in the tests.
Arguments
- model
A fitted
lmorglmobject.- variables
Character vector of focal predictors, or a named list giving a numeric step for numeric predictors. When
NULL, all predictors.- ...
Optional native settings:
newdata,type,by,conf_level,vcov,dfandcomparison(only"difference"). Any other argument is an error.
Value
A data frame with rowid (unit-level) or the by
columns, term, contrast, estimate,
std.error, statistic, p.value, s.value,
conf.low, conf.high; unit-level rows also carry the
data columns and predicted_lo / predicted_hi.
Examples
set.seed(1)
df <- data.frame(y = rnorm(60), x = rnorm(60), g = factor(rep(c("a", "b"), 30)))
fit <- stats::lm(y ~ x + g, data = df)
head(morie_effects_comparisons(fit, variables = "g"))
#> rowid term contrast estimate std.error statistic p.value s.value
#> 1 1 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> 2 2 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> 3 3 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> 4 4 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> 5 5 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> 6 6 g b - a -0.2670847 0.2218279 -1.204018 0.2285828 2.129211
#> conf.low conf.high y x g predicted_lo predicted_hi
#> 1 -0.7018595 0.16769 -0.6264538 2.40161776 a 0.1603511 -0.106733600
#> 2 -0.7018595 0.16769 0.1836433 -0.03924000 b 0.2464892 -0.020595596
#> 3 -0.7018595 0.16769 -0.8356286 0.68973936 a 0.2207634 -0.046321318
#> 4 -0.7018595 0.16769 1.5952808 0.02800216 b 0.2441162 -0.022968576
#> 5 -0.7018595 0.16769 0.3295078 -0.74327321 a 0.2713345 0.004249774
#> 6 -0.7018595 0.16769 -0.8204684 0.18879230 b 0.2384419 -0.028642868
