Among these are car, alr3, mfx, erer, among others.

Notably, several packages provide estimates of marginal effects for different types of models. Other than this relatively new package on the scene, no packages implement appropriate marginal effect estimates. The closest approximation is modmarg, which does one-variable-at-a-time estimation of marginal effects is quite robust. While other Stata modules have provided functionality for deriving quantities of interest from regression estimates (e.g., Clarify), none has done so with the simplicity and genearlity of margins.īy comparison, R has no robust functionality in the base tools for drawing out marginal effects from model estimates (though the S3 predict() methods implement some of the functionality for computing fitted/predicted values). It also represents a significant improvement over Stata's previous marginal effects command - mfx - which was subject to various well-known bugs. It works with nearly any kind of statistical model and estimation procedure, including OLS, generalized linear models, panel regression models, and so forth. Stata's margins command is incredibly robust. Indeed, in just a few lines of Stata code, regression results for almost any kind model can be transformed into meaningful quantities of interest and related plots. With the introduction of Stata's margins command, it has become incredibly simple to estimate average marginal effects (i.e., 'average partial effects') and marginal effects at representative cases. Users interested in generating predicted (fitted) values, such as the 'predictive margins' generated by Stata's margins command, should consider using prediction() from the sibling project, prediction. This is an S3 generic method for calculating the marginal effects of covariates included in model objects (like those of classes 'lm' and 'glm'). The major functionality of margins - namely the estimation of marginal (or partial) effects - is provided through a single function, margins(). The margins and prediction packages are a combined effort to port the functionality of Stata's (closed source) margins command to (open source) R.

Marginsplot stata