Marginal effects plot with PCSE using plm package

Asked Jul 10 '15 at 13:22

Active Apr 20 '21 at 11:40

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Does anyone have any advice on how to make a marginal effects plot in R using panel corrected standard errors?

To estimate panel corrected standard errors in R, I use the plm and lmtest packages.

First I estimate the regression model with plm:

plm <- plm(Y ~ X*Z, data = a, model='pooling', index=c('cicode', 'year'))

Then I pass this plm object through coeftest using the lmtest package:

plm2 <- coeftest(plm, vcov=function(x) vcovBK(x,type="HC1", cluster="time"))

plm2 then contains a list of the coefficients and panel corrected standard errors. What package and code could I use to then create a marginal effects plot using plm2?

edited Dec 30 '18 at 20:45

jay.sf

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asked Jul 10 '15 at 13:22

user1288578

http://stackoverflow.com/questions/23131824/r-packages-effects-plm-error-in-contrasts-when-trying-to-plot-marginal-eff – user227710 Jul 10 '15 at 13:24
The above thread does not include an answer to my question concerning marginal effects plots with panel corrected standard errors. That threat is based on plotting a plm object, but I am looking for help plotting a coeftest object from the lmtest package. – user1288578 Jul 10 '15 at 13:51
I am sorry if it doen't answer your question. But, there should be in CV. – user227710 Jul 10 '15 at 15:13
Thanks for your help. What does CV mean? – user1288578 Jul 10 '15 at 15:40
Its cross validated: http://stats.stackexchange.com/ – user227710 Jul 10 '15 at 15:45

Marginal effects plot with PCSE using plm package

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