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我试图从 R 中的多项 logit 模型复制 Stata 的边际效应，但没有成功。对于多项 logit 模型，我使用了包中的multinom()函数，nnet对于边际效应，我使用了margins包，但该marginal_effects函数似乎只显示单个变量的效果。如果我想让变量的边际效应以另一个变量为条件怎么办？这是Stata的输出：

. margins, dydx(male) at(site=(1 2 3)) #male conditioned on site

Average marginal effects                        Number of obs     =        615
Model VCE    : OIM

dy/dx w.r.t. : 1.male
1._predict   : Pr(insure==Indemnity), predict(pr outcome(1))
2._predict   : Pr(insure==Prepaid), predict(pr outcome(2))
3._predict   : Pr(insure==Uninsure), predict(pr outcome(3))

1._at        : site            =           1

2._at        : site            =           2

3._at        : site            =           3

------------------------------------------------------------------------------
             |            Delta-method
             |      dy/dx   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
1.male       |
_predict#_at |
        1 1  |  -.1492951   .0728108    -2.05   0.040    -.2920016   -.0065885
        1 2  |   -.159346   .0723512    -2.20   0.028    -.3011517   -.0175403
        1 3  |   -.055138   .0875712    -0.63   0.529    -.2267745    .1164984
        2 1  |   .0763095   .0765406     1.00   0.319    -.0737074    .2263264
        2 2  |   .1747759   .0730055     2.39   0.017     .0316877    .3178641
        2 3  |   .0861997   .0843816     1.02   0.307    -.0791852    .2515846
        3 1  |   .0729855   .0516839     1.41   0.158    -.0283131    .1742842
        3 2  |  -.0154299   .0104982    -1.47   0.142     -.036006    .0051462
        3 3  |  -.0310617   .0495625    -0.63   0.531    -.1282025    .0660791
------------------------------------------------------------------------------
Note: dy/dx for factor levels is the discrete change from the base level.

我尝试使用该marginal_effects函数计算男性的边际效应：

library(nnet)
sysdsn1$insure <- as.factor(sysdsn1$insure)
sysdsn1$male <- as.factor(sysdsn1$male)
sysdsn1$site <- as.factor(sysdsn1$site)
sysdsn1$nonwhite <- as.factor(sysdsn1$nonwhite)
sysdsn1$insure <- relevel(sysdsn1$insure, ref = "3") #set the reference level
mn0 <- multinom(insure ~ age + male*site + nonwhite, data = sysdsn1) #multinomial logit model
head(marginal_effects(mn0, variables = "male")) #this only calculate marginal effects of male, how to condition on site?
   dydx_male1
1 -0.01310874
2 -0.01744213
3  0.07911846
4 -0.03386199
5 -0.01728126
6 -0.01638176

数据

数据可以从http://www.stata-press.com/data/r13/sysdsn1.dta下载并导入 R

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