interflex produces flexible marginal effect estimates with multiplicative interaction models.
Authors: Jens Hainmueller, Jonathan Mummolo, Yiqing Xu, and Ziyi Liu
Date: April 1, 2021
Repos: Github (1.2.6) CRAN (1.2.6)
Tutoralis: See tutorials for cases with continuous and discrete outcomes.
Examples: R code used in the tutorials can be downloaded from here.
Reference: How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice. Political Analysis, Vol. 27, Iss. 2, April 2019, pp. 163–192.
Installation
You can install the interflex package from CRAN:
install.packages('interflex', type = "source", repos = 'http://cran.us.r-project.org') Or you can install the up-to-date development version from Github:
install.packages('devtools', repos = 'http://cran.us.r-project.org') # if not already installed
devtools::install_github('xuyiqing/interflex')interflex depends on the following packages, which will be installed automatically when interflex is being installed; if not, please install them manually:
require(Rcpp) # for processing C++ code
require(mgcv) # for GAM
require(sandwich) # for calculating standard errors
require(pcse) # in case panel-corrected standard errors will be used
require(foreach) # for parallel computing in kernel estimation
require(doParallel) # for parallel computing in kernel estimation
require(lmtest) # for wald test
require(lfe) # for fixed effects estimations
require(Lmoments) # for L-kurtosis measure
require(ggplot2) # for plotting
require(plotrix) # for plotting
require(grid) # for plotting
require(gridExtra) # for plotting
require(ggplotify) # for plotting
require(RColorBrewer) # for plotting
require(grDevices) # for plotting
require(gtable) # for plotting
require(MASS) # for wald test
require(mvtnorm) # for simulation
require(pROC) # for auc
require(ModelMetrics) # for cross entropyMac users who encounter “-lgfortran” or “-lquadmath” error during installation, please check out the solution here. Typing the following two lines of code in your Terminal should solve this problem.
curl -OL http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2
sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /Mac users who encounter clang: error: unsupported option ‘-fopenmp’, please consider (1) updating your R and/or (2) installing new R macro tools from Github.