r - Marginal effects plot with PCSE using plm package -


does have advice on how make marginal effects plot in r using panel corrected standard errors?

to estimate panel corrected standard errors in r, use plm , lmtest packages.

first estimate regression model plm:

plm <- plm(y ~ x*z, data = a, model='pooling', index=c('cicode', 'year')) 

then pass plm object through coeftest using lmtest package:

plm2 <- coeftest(plm, vcov=function(x) vcovbk(x,type="hc1", cluster="time")) 

plm2 contains list of coefficients , panel corrected standard errors. package , code use create marginal effects plot using plm2?


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