Hi! I've been looking for a way to calculate std errors of marginal effects
when I use interaction terms, but with no success. I pretty much have two
cases: continuous variable * continuous variable, and continuous variable *
binary variable. In both cases, I know how to calculate the marginal
effects, even with simulation.
But I still can't figure out how to calculate the std errors of the
marginal effects in R. I am trying to do this both with lm objects and
lmrob objects. Any general or specific insight here will be very much
preciated.
R.
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