README.md

In andreizhirnov/DAME: DAME: data-driven interpretation of interactive nonlinear models

"DAME" package: Tools for Data-Conscious Interpretation of Nonlinear Interactive Models in R

To install:

library(devtools)
install_github("andreizhirnov/DAME")

To load:

library(DAME)

Exported functions:

dame() computes the distribution-weighted average marginal effects (DAME) as described in Zhirnov, Moral, and Sedashov (2021).

me() computes the marginal effects of a variable at the unique combinations of the values of listed variables.

mem() computes the marginal effects of a variable at the specified values of select independent variables and the means/modes of all the other variables.

ame() computes the average marginal effects of a variable.

plot_me() produces a heatmap of the marginal effects of a variable plotted against the combinations of the values of two variables and adds a scatterplot representing the joint distribution these two variables in the given sample.

Please cite: Zhirnov, Andrei, Mert Moral, and Evgeny Sedashov. 2021. "Taking Distributions Seriously: On the Interpretation of the Estimates of Interactive Nonlinear Models." Working paper.

andreizhirnov/DAME documentation built on Nov. 21, 2022, 5:55 p.m.