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.