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I wish to obtain marginal effects for covariates that are in my plm models in first differences with interacted variables. For my lm and glm models I am using the margins package and its functions. However, this method does not seem to work with panel models.

What alternatives do I have?

Thank you.

EDIT:

In the absence of any viable solution I would calculate by hand the marginal effects at specific values of the relevant covariables. Ideally I would like to do so in a faster way.

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