ginteff
ginteff is an R port of the Stata ginteff command by Marius Radean (The Stata Journal, 2023). It computes two- and three-way interaction effects — via partial derivatives or first differences — for fitted regression models, with delta-method standard errors.
Built as a thin wrapper around marginaleffects, it supports arbitrary variance–covariance specifications ("HC3", clustered, or a user-supplied sandwich matrix), which propagate through to the final interaction-effect standard errors.
# install.packages("remotes")
remotes::install_github("jespernwulff/ginteff")
See also
- [Book]Binary Regression Models: An Average Partial Effects Approach
- [Paper]Statistical Myths About Log-Transformed Dependent Variables and How to Better Estimate Exponential Models
- [Paper]Interpreting Results From the Multinomial Logit Model: Demonstrated by Foreign Market Entry
- [Paper]Exploring the Relevance of Two-Part Models in Innovation Research: Towards a Better Understanding of Innovation Sales
- [Paper]Are You 110% Sure? Modeling of Fractions and Proportions in Strategy and Management Research
- [Paper]Keeping It Within Bounds: Regression Analysis of Proportions in International Business
- [Paper]Generalized Two-Part Fractional Regression With cmp
- [Paper]Fractional Regression Models in Strategic Management Research