comparisons: Comparisons Between Predictions Made With Different Regressor...

In marginaleffects: Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests

Comparisons Between Predictions Made With Different Regressor Values

Description

Predict the outcome variable at different regressor values (e.g., college graduates vs. others), and compare those predictions by computing a difference, ratio, or some other function. comparisons() can return many quantities of interest, such as contrasts, differences, risk ratios, changes in log odds, lift, slopes, elasticities, etc.

• comparisons(): unit-level (conditional) estimates.

• avg_comparisons(): average (marginal) estimates.

variables identifies the focal regressors whose "effect" we are interested in. comparison determines how predictions with different regressor values are compared (difference, ratio, odds, etc.). The newdata argument and the datagrid() function control where statistics are evaluated in the predictor space: "at observed values", "at the mean", "at representative values", etc.

See the comparisons chapter on the package website for worked examples and case studies:

• https://marginaleffects.com/chapters/comparisons.html

• https://marginaleffects.com/

Usage

comparisons(
  model,
  newdata = NULL,
  variables = NULL,
  comparison = "difference",
  type = NULL,
  vcov = TRUE,
  by = FALSE,
  conf_level = 0.95,
  transform = NULL,
  cross = FALSE,
  wts = FALSE,
  hypothesis = NULL,
  equivalence = NULL,
  df = Inf,
  eps = NULL,
  numderiv = "fdforward",
  ...
)

avg_comparisons(
  model,
  newdata = NULL,
  variables = NULL,
  type = NULL,
  vcov = TRUE,
  by = TRUE,
  conf_level = 0.95,
  comparison = "difference",
  transform = NULL,
  cross = FALSE,
  wts = FALSE,
  hypothesis = NULL,
  equivalence = NULL,
  df = Inf,
  eps = NULL,
  numderiv = "fdforward",
  ...
)

Arguments

model	Model object
newdata	Grid of predictor values at which we evaluate the comparisons. Warning: Avoid modifying your dataset between fitting the model and calling a marginaleffects function. This can sometimes lead to unexpected results. NULL (default): Unit-level contrasts for each observed value in the dataset (empirical distribution). The dataset is retrieved using insight::get_data(), which tries to extract data from the environment. This may produce unexpected results if the original data frame has been altered since fitting the model. data frame: Unit-level contrasts for each row of the newdata data frame. string: "mean": Contrasts at the Mean. Contrasts when each predictor is held at its mean or mode. "median": Contrasts at the Median. Contrasts when each predictor is held at its median or mode. "balanced": Contrasts evaluated on a balanced grid with every combination of categories and numeric variables held at their means. "tukey": Contrasts at Tukey's 5 numbers. "grid": Contrasts on a grid of representative numbers (Tukey's 5 numbers and unique values of categorical predictors). datagrid() call to specify a custom grid of regressors. For example: newdata = datagrid(cyl = c(4, 6)): cyl variable equal to 4 and 6 and other regressors fixed at their means or modes. newdata = datagrid(mpg = fivenum): mpg variable held at Tukey's five numbers (using the fivenum function), and other regressors fixed at their means or modes. See the Examples section and the datagrid documentation. subset() call with a single argument to select a subset of the dataset used to fit the model, ex: newdata = subset(treatment == 1) dplyr::filter() call with a single argument to select a subset of the dataset used to fit the model, ex: newdata = filter(treatment == 1)
variables	Focal variables NULL: compute comparisons for all the variables in the model object (can be slow). Character vector: subset of variables (usually faster). Named list: names identify the subset of variables of interest, and values define the type of contrast to compute. Acceptable values depend on the variable type: Factor or character variables: "reference": Each factor level is compared to the factor reference (base) level "all": All combinations of observed levels "sequential": Each factor level is compared to the previous factor level "pairwise": Each factor level is compared to all other levels "minmax": The highest and lowest levels of a factor. "revpairwise", "revreference", "revsequential": inverse of the corresponding hypotheses. Vector of length 2 with the two values to compare. Data frame with the same number of rows as newdata, with two columns of "lo" and "hi" values to compare. Function that accepts a vector and returns a data frame with two columns of "lo" and "hi" values to compare. See examples below. Logical variables: NULL: contrast between TRUE and FALSE Data frame with the same number of rows as newdata, with two columns of "lo" and "hi" values to compare. Function that accepts a vector and returns a data frame with two columns of "lo" and "hi" values to compare. See examples below. Numeric variables: Numeric of length 1: Forward contrast for a gap of x, computed between the observed value and the observed value plus x. Users can set a global option to get a "center" or "backward" contrast instead: options(marginaleffects_contrast_direction="center") Numeric vector of length 2: Contrast between the largest and the smallest elements of the x vector. Data frame with the same number of rows as newdata, with two columns of "lo" and "hi" values to compare. Function that accepts a vector and returns a data frame with two columns of "lo" and "hi" values to compare. See examples below. "iqr": Contrast across the interquartile range of the regressor. "sd": Contrast across one standard deviation around the regressor mean. "2sd": Contrast across two standard deviations around the regressor mean. "minmax": Contrast between the maximum and the minimum values of the regressor. Examples: variables = list(gear = "pairwise", hp = 10) variables = list(gear = "sequential", hp = c(100, 120)) variables = list(hp = function(x) data.frame(low = x - 5, high = x + 10)) See the Examples section below for more.
comparison	How should pairs of predictions be compared? Difference, ratio, odds ratio, or user-defined functions. string: shortcuts to common contrast functions. Supported shortcuts strings: difference, differenceavg, differenceavgwts, dydx, eyex, eydx, dyex, dydxavg, eyexavg, eydxavg, dyexavg, dydxavgwts, eyexavgwts, eydxavgwts, dyexavgwts, ratio, ratioavg, ratioavgwts, lnratio, lnratioavg, lnratioavgwts, lnor, lnoravg, lnoravgwts, lift, liftavg, liftavgwts, expdydx, expdydxavg, expdydxavgwts See the Comparisons section below for definitions of each transformation. function: accept two equal-length numeric vectors of adjusted predictions (hi and lo) and returns a vector of contrasts of the same length, or a unique numeric value. See the Transformations section below for examples of valid functions.
type	string indicates the type (scale) of the predictions used to compute contrasts or slopes. This can differ based on the model type, but will typically be a string such as: "response", "link", "probs", or "zero". When an unsupported string is entered, the model-specific list of acceptable values is returned in an error message. When type is NULL, the first entry in the error message is used by default.
vcov	Type of uncertainty estimates to report (e.g., for robust standard errors). Acceptable values: FALSE: Do not compute standard errors. This can speed up computation considerably. TRUE: Unit-level standard errors using the default vcov(model) variance-covariance matrix. String which indicates the kind of uncertainty estimates to return. Heteroskedasticity-consistent: "HC", "HC0", "HC1", "HC2", "HC3", "HC4", "HC4m", "HC5". See ?sandwich::vcovHC Heteroskedasticity and autocorrelation consistent: "HAC" Mixed-Models degrees of freedom: "satterthwaite", "kenward-roger" Other: "NeweyWest", "KernHAC", "OPG". See the sandwich package documentation. "rsample", "boot", "fwb", and "simulation" are passed to the method argument of the inferences() function. To customize the bootstrap or simulation process, call inferences() directly. One-sided formula which indicates the name of cluster variables (e.g., ~unit_id). This formula is passed to the cluster argument of the sandwich::vcovCL function. Square covariance matrix Function which returns a covariance matrix (e.g., stats::vcov(model))
by	Aggregate unit-level estimates (aka, marginalize, average over). Valid inputs: FALSE: return the original unit-level estimates. TRUE: aggregate estimates for each term. Character vector of column names in newdata or in the data frame produced by calling the function without the by argument. Data frame with a by column of group labels, and merging columns shared by newdata or the data frame produced by calling the same function without the by argument. See examples below. For more complex aggregations, you can use the FUN argument of the hypotheses() function. See that function's documentation and the Hypothesis Test vignettes on the marginaleffects website.
conf_level	numeric value between 0 and 1. Confidence level to use to build a confidence interval.
transform	string or function. Transformation applied to unit-level estimates and confidence intervals just before the function returns results. Functions must accept a vector and return a vector of the same length. Support string shortcuts: "exp", "ln"
cross	FALSE: Contrasts represent the change in adjusted predictions when one predictor changes and all other variables are held constant. TRUE: Contrasts represent the changes in adjusted predictions when all the predictors specified in the variables argument are manipulated simultaneously (a "cross-contrast").
wts	logical, string or numeric: weights to use when computing average predictions, contrasts or slopes. These weights only affect the averaging in ⁠avg_*()⁠ or with the by argument, and not unit-level estimates. See ?weighted.mean string: column name of the weights variable in newdata. When supplying a column name to wts, it is recommended to supply the original data (including the weights variable) explicitly to newdata. numeric: vector of length equal to the number of rows in the original data or in newdata (if supplied). FALSE: Equal weights. TRUE: Extract weights from the fitted object with insight::find_weights() and use them when taking weighted averages of estimates. Warning: newdata=datagrid() returns a single average weight, which is equivalent to using wts=FALSE
hypothesis	specify a hypothesis test or custom contrast using a number , formula, string equation, vector, matrix, or function. Number: The null hypothesis used in the computation of Z and p (before applying transform). String: Equation to specify linear or non-linear hypothesis tests. Two-tailed tests must include an equal = sign. One-tailed tests must start with < or >. If the terms in coef(object) uniquely identify estimates, they can be used in the formula. Otherwise, use b1, b2, etc. to identify the position of each parameter. The ⁠b*⁠ wildcard can be used to test hypotheses on all estimates. When the hypothesis string represents a two-sided equation, the estimate column holds the value of the left side minus the right side of the equation. If a named vector is used, the names are used as labels in the output. Examples: hp = drat hp + drat = 12 b1 + b2 + b3 = 0 ⁠b* / b1 = 1⁠ ⁠<= 0⁠ ⁠>= -3.5⁠ b1 >= 10 Formula: lhs ~ rhs | group lhs ratio (null = 1) difference (null = 0) Leave empty for default value rhs pairwise and revpairwise: pairwise differences between estimates in each row. reference: differences between the estimates in each row and the estimate in the first row. sequential: difference between an estimate and the estimate in the next row. meandev: difference between an estimate and the mean of all estimates. 'meanotherdev: difference between an estimate and the mean of all other estimates, excluding the current one. poly: polynomial contrasts, as computed by the stats::contr.poly() function. helmert: Helmert contrasts, as computed by the stats::contr.helmert() function. Contrast 2nd level to the first, 3rd to the average of the first two, and so on. trt_vs_ctrl: difference between the mean of estimates (except the first) and the first estimate. I(fun(x)): custom function to manipulate the vector of estimates x. The function fun() can return multiple (potentially named) estimates. group (optional) Column name of newdata. Conduct hypothesis tests withing subsets of the data. Examples: ~ poly ~ sequential | groupid ~ reference ratio ~ pairwise difference ~ pairwise | groupid ~ I(x - mean(x)) | groupid ⁠~ I(\(x) c(a = x[1], b = mean(x[2:3]))) | groupid⁠ Matrix or Vector: Each column is a vector of weights. The the output is the dot product between these vectors of weights and the vector of estimates. The matrix can have column names to label the estimates. Function: Accepts an argument x: object produced by a marginaleffects function or a data frame with column rowid and estimate Returns a data frame with columns term and estimate (mandatory) and rowid (optional). The function can also accept optional input arguments: newdata, by, draws. This function approach will not work for Bayesian models or with bootstrapping. In those cases, it is easy to use get_draws() to extract and manipulate the draws directly. See the Examples section below and the vignette: https://marginaleffects.com/chapters/hypothesis.html Warning: When calling predictions() with type="invlink(link)" (the default in some models), hypothesis is tested and p values are computed on the link scale.
equivalence	Numeric vector of length 2: bounds used for the two-one-sided test (TOST) of equivalence, and for the non-inferiority and non-superiority tests. See Details section below.
df	Degrees of freedom used to compute p values and confidence intervals. A single numeric value between 1 and Inf, or a numeric vector with length equal to the number of rows in the output. When df is Inf, the normal distribution is used. When df is finite, the t distribution is used. "residual": Calls insight::get_df to extract degrees of freedom from the model automatically. "satterthwaite" or "kenward-roger": Use the Satterthwaite or Kenward-Roger approximation to compute degrees of freedom in mixed effects models.
eps	NULL or numeric value which determines the step size to use when calculating numerical derivatives: (f(x+eps)-f(x))/eps. When eps is NULL, the step size is 0.0001 multiplied by the difference between the maximum and minimum values of the variable with respect to which we are taking the derivative. Changing eps may be necessary to avoid numerical problems in certain models.
numderiv	string or list of strings indicating the method to use to for the numeric differentiation used in to compute delta method standard errors. "fdforward": finite difference method with forward differences "fdcenter": finite difference method with central differences (default) "richardson": Richardson extrapolation method Extra arguments can be specified by passing a list to the numDeriv argument, with the name of the method first and named arguments following, ex: numderiv=list("fdcenter", eps = 1e-5). When an unknown argument is used, marginaleffects prints the list of valid arguments for each method.
...	Additional arguments are passed to the predict() method supplied by the modeling package.These arguments are particularly useful for mixed-effects or bayesian models (see the online vignettes on the marginaleffects website). Available arguments can vary from model to model, depending on the range of supported arguments by each modeling package. See the "Model-Specific Arguments" section of the ?slopes documentation for a non-exhaustive list of available arguments.

Value

A data.frame with one row per estimate. This data frame is pretty-printed by default, but users can interact with it as a regular data frame, with functions like nrow(), head(), colnames(), etc. Values can be extracted using standard ⁠[,]⁠ or $ operators, and manipulated using external packages like dplyr or data.table.

Columns may include:

• rowid: row number of the newdata data frame

• group: (optional) value of the grouped outcome (e.g., categorical outcome models)

• term: the focal variable.

• estimate: an estimate of the prediction, counterfactual comparison, or slope.

• std.error: standard errors computed via the delta method.

• p.value: p value associated to the estimate column. The null is determined by the hypothesis argument (0 by default).

• s.value: Shannon information transforms of p values. See the S values vignette at https://marginaleffects.com the marginaleffects website.

• conf.low: lower bound of the confidence (or credible) interval defined by the conf_level argument.

• conf.high: upper bound of the confidence (or credible) interval defined by the conf_level argument.

• predicted_lo: predicted outcome for the "low" value of the focal predictor in a counterfactual comparison.

• predicted_hi: predicted outcome for the "high" value of the focal predictor in a counterfactual comparison.

See ?print.marginaleffects for printing options.

Functions

• avg_comparisons(): Average comparisons

Standard errors using the delta method

Standard errors for all quantities estimated by marginaleffects can be obtained via the delta method. This requires differentiating a function with respect to the coefficients in the model using a finite difference approach. In some models, the delta method standard errors can be sensitive to various aspects of the numeric differentiation strategy, including the step size. By default, the step size is set to 1e-8, or to 1e-4 times the smallest absolute model coefficient, whichever is largest.

marginaleffects can delegate numeric differentiation to the numDeriv package, which allows more flexibility. To do this, users can pass arguments to the numDeriv::jacobian function through a global option. For example:

• options(marginaleffects_numDeriv = list(method = "simple", method.args = list(eps = 1e-6)))

• options(marginaleffects_numDeriv = list(method = "Richardson", method.args = list(eps = 1e-5)))

• options(marginaleffects_numDeriv = NULL)

See the "Uncertainty" chapter on the marginaleffects website for more details on the computation of standard errors, bootstrapping, and more:

https://marginaleffects.com/chapters/uncertainty.html

Model-Specific Arguments

Some model types allow model-specific arguments to modify the nature of marginal effects, predictions, marginal means, and contrasts. Please report other package-specific predict() arguments on Github so we can add them to the table below.

https://github.com/vincentarelbundock/marginaleffects/issues

Package	Class	Argument	Documentation
brms	brmsfit	ndraws	brms::posterior_predict
		re_formula	brms::posterior_predict
lme4	merMod	re.form	lme4::predict.merMod
		allow.new.levels	lme4::predict.merMod
glmmTMB	glmmTMB	re.form	glmmTMB::predict.glmmTMB
		allow.new.levels	glmmTMB::predict.glmmTMB
		zitype	glmmTMB::predict.glmmTMB
mgcv	bam	exclude	mgcv::predict.bam
	gam	exclude	mgcv::predict.gam
robustlmm	rlmerMod	re.form	robustlmm::predict.rlmerMod
		allow.new.levels	robustlmm::predict.rlmerMod
MCMCglmm	MCMCglmm	ndraws
sampleSelection	selection	part	sampleSelection::predict.selection

comparison argument functions

The following transformations can be applied by supplying one of the shortcut strings to the comparison argument. hi is a vector of adjusted predictions for the "high" side of the contrast. lo is a vector of adjusted predictions for the "low" side of the contrast. y is a vector of adjusted predictions for the original data. x is the predictor in the original data. eps is the step size to use to compute derivatives and elasticities.

Shortcut	Function
difference	\(hi, lo) hi - lo
differenceavg	\(hi, lo) mean(hi - lo)
dydx	\(hi, lo, eps) (hi - lo)/eps
eyex	\(hi, lo, eps, y, x) (hi - lo)/eps * (x/y)
eydx	\(hi, lo, eps, y, x) ((hi - lo)/eps)/y
dyex	\(hi, lo, eps, x) ((hi - lo)/eps) * x
dydxavg	\(hi, lo, eps) mean((hi - lo)/eps)
eyexavg	\(hi, lo, eps, y, x) mean((hi - lo)/eps * (x/y))
eydxavg	\(hi, lo, eps, y, x) mean(((hi - lo)/eps)/y)
dyexavg	\(hi, lo, eps, x) mean(((hi - lo)/eps) * x)
ratio	\(hi, lo) hi/lo
ratioavg	\(hi, lo) mean(hi)/mean(lo)
lnratio	\(hi, lo) log(hi/lo)
lnratioavg	\(hi, lo) log(mean(hi)/mean(lo))
lnor	\(hi, lo) log((hi/(1 - hi))/(lo/(1 - lo)))
lnoravg	\(hi, lo) log((mean(hi)/(1 - mean(hi)))/(mean(lo)/(1 - mean(lo))))
lift	\(hi, lo) (hi - lo)/lo
liftavg	\(hi, lo) (mean(hi - lo))/mean(lo)
expdydx	\(hi, lo, eps) ((exp(hi) - exp(lo))/exp(eps))/eps
expdydxavg	\(hi, lo, eps) mean(((exp(hi) - exp(lo))/exp(eps))/eps)

Bayesian posterior summaries

By default, credible intervals in bayesian models are built as equal-tailed intervals. This can be changed to a highest density interval by setting a global option:

options("marginaleffects_posterior_interval" = "eti")

options("marginaleffects_posterior_interval" = "hdi")

By default, the center of the posterior distribution in bayesian models is identified by the median. Users can use a different summary function by setting a global option:

options("marginaleffects_posterior_center" = "mean")

options("marginaleffects_posterior_center" = "median")

When estimates are averaged using the by argument, the tidy() function, or the summary() function, the posterior distribution is marginalized twice over. First, we take the average across units but within each iteration of the MCMC chain, according to what the user requested in by argument or tidy()/summary() functions. Then, we identify the center of the resulting posterior using the function supplied to the "marginaleffects_posterior_center" option (the median by default).

Equivalence, Inferiority, Superiority

\theta is an estimate, \sigma_\theta its estimated standard error, and [a, b] are the bounds of the interval supplied to the equivalence argument.

Non-inferiority:

• H_0: \theta \leq a

• H_1: \theta > a

• t=(\theta - a)/\sigma_\theta

• p: Upper-tail probability

Non-superiority:

• H_0: \theta \geq b

• H_1: \theta < b

• t=(\theta - b)/\sigma_\theta

• p: Lower-tail probability

Equivalence: Two One-Sided Tests (TOST)

• p: Maximum of the non-inferiority and non-superiority p values.

Thanks to Russell V. Lenth for the excellent emmeans package and documentation which inspired this feature.

Prediction types

The type argument determines the scale of the predictions used to compute quantities of interest with functions from the marginaleffects package. Admissible values for type depend on the model object. When users specify an incorrect value for type, marginaleffects will raise an informative error with a list of valid type values for the specific model object. The first entry in the list in that error message is the default type.

The invlink(link) is a special type defined by marginaleffects. It is available for some (but not all) models, and only for the predictions() function. With this link type, we first compute predictions on the link scale, then we use the inverse link function to backtransform the predictions to the response scale. This is useful for models with non-linear link functions as it can ensure that confidence intervals stay within desirable bounds, ex: 0 to 1 for a logit model. Note that an average of estimates with type="invlink(link)" will not always be equivalent to the average of estimates with type="response". This type is default when calling predictions(). It is available—but not default—when calling avg_predictions() or predictions() with the by argument.

Some of the most common type values are:

response, link, E, Ep, average, class, conditional, count, cum.prob, cumhaz, cumprob, density, detection, disp, ev, expected, expvalue, fitted, hazard, invlink(link), latent, latent_N, linear, linear.predictor, linpred, location, lp, mean, numeric, p, ppd, pr, precision, prediction, prob, probability, probs, quantile, risk, rmst, scale, survival, unconditional, utility, variance, xb, zero, zlink, zprob

Order of operations

Behind the scenes, the arguments of marginaleffects functions are evaluated in this order:

1. newdata

2. variables

3. comparison and slope

4. by

5. vcov

6. hypothesis

7. transform

Parallel computation

The slopes() and comparisons() functions can use parallelism to speed up computation. Operations are parallelized for the computation of standard errors, at the model coefficient level. There is always considerable overhead when using parallel computation, mainly involved in passing the whole dataset to the different processes. Thus, parallel computation is most likely to be useful when the model includes many parameters and the dataset is relatively small.

Warning: In many cases, parallel processing will not be useful at all.

To activate parallel computation, users must load the future.apply package, call plan() function, and set a global option.

options(marginaleffects_parallel = TRUE): parallelize delta method computation of standard errors. options(marginaleffects_parallel_inferences = TRUE): parallelize "rsample" or "fwb" bootstrap computation in inferences(). options(marginaleffects_parallel_packages = TRUE): vector of strings with the names of modeling packages used to fit the model, ex: c("survival", "splines")

For example:

library(future.apply)
plan("multisession", workers = 4)
options(marginaleffects_parallel = FALSE)
options(marginaleffects_parallel_inferences = TRUE)
options(marginaleffects_parallel_packages = c("survival", "splines"))

slopes(model)

To disable parallelism in marginaleffects altogether, you can set a global option:

options(marginaleffects_parallel = FALSE)

Global options

The behavior of marginaleffects functions can be modified by setting global options.

Disable some safety checks and warnings:

• options(marginaleffects_startup_message = FALSE)

  • Disable the startup message printed on library(marginaleffects).

• options(marginaleffects_safe = FALSE)

  • Disable safety checks and warnings.

• options(marginaleffects_print_omit = c("p.value", "s.value"))

  • Omit some columns from the printed output.

Enforce lean return objects, sans information about the original model and data, and other ancillary attributes. Note that this will disable some advanced post-processing features and functions like hypotheses.

options(marginaleffects_lean = TRUE)`

Other options:

• marginaleffects_plot_gray: logical. If TRUE, the default color of the plot is gray. Default is FALSE.

References

• Arel-Bundock V, Greifer N, Heiss A (2024). “How to Interpret Statistical Models Using marginaleffects for R and Python.” Journal of Statistical Software, 111(9), 1-32. doi:10.18637/jss.v111.i09 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v111.i09")}

• Greenland S. 2019. "Valid P-Values Behave Exactly as They Should: Some Misleading Criticisms of P-Values and Their Resolution With S-Values." The American Statistician. 73(S1): 106–114.

• Cole, Stephen R, Jessie K Edwards, and Sander Greenland. 2020. "Surprise!" American Journal of Epidemiology 190 (2): 191–93. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/aje/kwaa136")}

Examples

library(marginaleffects)

# Linear model
tmp <- mtcars
tmp$am <- as.logical(tmp$am)
mod <- lm(mpg ~ am + factor(cyl), tmp)
avg_comparisons(mod, variables = list(cyl = "reference"))
avg_comparisons(mod, variables = list(cyl = "sequential"))
avg_comparisons(mod, variables = list(cyl = "pairwise"))

# GLM with different scale types
mod <- glm(am ~ factor(gear), data = mtcars)
avg_comparisons(mod, type = "response")
avg_comparisons(mod, type = "link")

# Contrasts at the mean
comparisons(mod, newdata = "mean")

# Contrasts between marginal means
comparisons(mod, newdata = "balanced")

# Contrasts at user-specified values
comparisons(mod, newdata = datagrid(am = 0, gear = tmp$gear))
comparisons(mod, newdata = datagrid(am = unique, gear = max))

m <- lm(mpg ~ hp + drat + factor(cyl) + factor(am), data = mtcars)
comparisons(m, variables = "hp", newdata = datagrid(FUN_factor = unique, FUN_numeric = median))

# Numeric contrasts
mod <- lm(mpg ~ hp, data = mtcars)
avg_comparisons(mod, variables = list(hp = 1))
avg_comparisons(mod, variables = list(hp = 5))
avg_comparisons(mod, variables = list(hp = c(90, 100)))
avg_comparisons(mod, variables = list(hp = "iqr"))
avg_comparisons(mod, variables = list(hp = "sd"))
avg_comparisons(mod, variables = list(hp = "minmax"))

# using a function to specify a custom difference in one regressor
dat <- mtcars
dat$new_hp <- 49 * (dat$hp - min(dat$hp)) / (max(dat$hp) - min(dat$hp)) + 1
modlog <- lm(mpg ~ log(new_hp) + factor(cyl), data = dat)
fdiff <- function(x) data.frame(x, x + 10)
avg_comparisons(modlog, variables = list(new_hp = fdiff))

# Adjusted Risk Ratio
mod <- glm(vs ~ mpg, data = mtcars, family = binomial)
avg_comparisons(mod, comparison = "lnratioavg", transform = exp)

# Adjusted Risk Ratio: Manual specification of the `comparison`
avg_comparisons(
  mod,
  comparison = function(hi, lo) log(mean(hi) / mean(lo)),
  transform = exp)
# cross contrasts
mod <- lm(mpg ~ factor(cyl) * factor(gear) + hp, data = mtcars)
avg_comparisons(mod, variables = c("cyl", "gear"), cross = TRUE)

# variable-specific contrasts
avg_comparisons(mod, variables = list(gear = "sequential", hp = 10))

# hypothesis test: is the `hp` marginal effect at the mean equal to the `drat` marginal effect
mod <- lm(mpg ~ wt + drat, data = mtcars)

comparisons(
  mod,
  newdata = "mean",
  hypothesis = "wt = drat")

# same hypothesis test using row indices
comparisons(
  mod,
  newdata = "mean",
  hypothesis = "b1 - b2 = 0")

# same hypothesis test using numeric vector of weights
comparisons(
  mod,
  newdata = "mean",
  hypothesis = c(1, -1))

# two custom contrasts using a matrix of weights
lc <- matrix(
  c(
    1, -1,
    2, 3),
  ncol = 2)
comparisons(
  mod,
  newdata = "mean",
  hypothesis = lc)

# Effect of a 1 group-wise standard deviation change
# First we calculate the SD in each group of `cyl`
# Second, we use that SD as the treatment size in the `variables` argument
library(dplyr)
mod <- lm(mpg ~ hp + factor(cyl), mtcars)
tmp <- mtcars %>%
  group_by(cyl) %>%
  mutate(hp_sd = sd(hp))
avg_comparisons(mod,
  variables = list(hp = function(x) data.frame(x, x + tmp$hp_sd)),
  by = "cyl")

# `by` argument
mod <- lm(mpg ~ hp * am * vs, data = mtcars)
comparisons(mod, by = TRUE)

mod <- lm(mpg ~ hp * am * vs, data = mtcars)
avg_comparisons(mod, variables = "hp", by = c("vs", "am"))

library(nnet)
mod <- multinom(factor(gear) ~ mpg + am * vs, data = mtcars, trace = FALSE)
by <- data.frame(
  group = c("3", "4", "5"),
  by = c("3,4", "3,4", "5"))
comparisons(mod, type = "probs", by = by)

marginaleffects documentation built on June 8, 2025, 12:44 p.m.