marginaleffects
npx skills add https://github.com/vincentarelbundock/marginaleffects-skill --skill marginaleffects
Agent 安装分布
Skill 文档
marginaleffects
Primary source of information: https://marginaleffects.com Free book, case studies, and vignettes are available there.
Package manual for R and Python, plus a guide to the companion book.
Book: Model to Meaning: How to Interpret Statistical Models in R and Python
- Author: Vincent Arel-Bundock (2026)
- Publisher: CRC Press
- Free online: https://marginaleffects.com (primary source with many case studies and vignettes)
- Print: https://routledge.com/9781032908724
Core framework: Five questions for every analysis
Every interpretation task can be decomposed into five disciplined questions:
- Quantity: What estimand? (predictions, comparisons, slopes, or tests)
- Predictors (Grid): Where to evaluate? (observed values, counterfactual scenarios, balanced grids)
- Aggregation: Over whom? (unit-level, group means with
by=, weighted averages) - Uncertainty: Which inference method? (delta method, robust SE, bootstrap, Bayesian)
- Test: What hypothesis? (null tests, equivalence, pairwise contrasts)
Quick start
Chapter summaries: Read chapters/<chapter>.qmd
Function reference: Read man/r/<function>.md or man/python/<function>.md
When to use this skill
- User asks about predictions, comparisons, slopes, or marginal effects
- User needs help choosing estimands (ATE, ATT, CATE, risk difference, odds ratio)
- User asks about marginaleffects function syntax or arguments
- User wants to interpret model results or test hypotheses
- User mentions counterfactual analysis, G-computation, or causal inference
- User references Model to Meaning chapters
Instructions
-
Classify the request:
- Conceptual: Which estimand? How to interpret? â Use
chapters/ - Implementation: Function syntax, arguments, code â Use
man/r/orman/python/ - Mixed: Start with conceptual framing, then provide code
- Conceptual: Which estimand? How to interpret? â Use
-
Read the relevant source files:
- Book chapters:
chapters/framework.qmd,chapters/predictions.qmd,chapters/comparisons.qmd,chapters/slopes.qmd,chapters/hypothesis.qmd, etc. - R reference:
man/r/predictions.md,man/r/comparisons.md,man/r/slopes.md,man/r/hypotheses.md,man/r/datagrid.md - Python reference:
man/python/predictions.md,man/python/comparisons.md,man/python/slopes.md,man/python/hypotheses.md
- Book chapters:
-
Apply the five-question framework to organize your response:
- Help user define the estimand (Quantity)
- Clarify where to evaluate it (Grid)
- Determine aggregation level (Aggregation)
- Recommend uncertainty quantification (Uncertainty)
- Specify hypothesis if testing (Test)
-
Provide concrete code examples using the correct function for their language (R or Python)
Available resources
Book chapters (chapters/)
| File | Topic | Chapter focus |
|---|---|---|
framework.qmd |
Five-question framework (start here) | Defines the five questions and core quantities (predictions, comparisons, slopes) for turning models into intuitive estimands. |
predictions.qmd |
Predicted values and expected outcomes | Defines predictions, grids, aggregation, and tests with predictions()/avg_predictions(). |
comparisons.qmd |
Counterfactual comparisons, ATE, ATT, risk ratios | Defines counterfactual comparisons, effect functions, grids, and aggregation with comparisons()/avg_comparisons(). |
slopes.qmd |
Marginal effects, partial derivatives | Defines slopes as partial derivatives, conditional on predictors; uses slopes()/avg_slopes(). |
hypothesis.qmd |
Hypothesis testing and equivalence | Null vs equivalence tests for any quantity using hypothesis and equivalence arguments. |
interactions.qmd |
Interaction effects and effect modification | Interprets heterogeneity and nonlinearity with interactions and polynomials using predictions, comparisons, and slopes. |
categorical.qmd |
Categorical predictors and contrasts | Applies the framework to categorical/ordinal outcomes with predictions and comparisons by outcome level. |
experiments.qmd |
Experimental designs | ATE in experiments and factorial designs via avg_comparisons() and robust SEs. |
gcomputation.qmd |
G-computation and causal inference | G-computation steps for ATE/ATT/ATU/CATE with counterfactual prediction grids. |
uncertainty.qmd |
Inference methods (delta, bootstrap, Bayesian) | Delta method, bootstrap, simulation, conformal prediction, and robust/clustered standard errors via inferences()/vcov. |
mrp.qmd |
Multilevel regression and poststratification | Multilevel models and poststratification with predictions and comparisons in mixed effects. |
ml.qmd |
Machine learning models | Model auditing with predictions, comparisons, and slopes for ML frameworks. |
challenge.qmd |
The interpretation challenge | Defines analysis goals, estimands, and why coefficients need transformation. |
R function reference (man/r/)
Core functions (includes avg_* variants): predictions.md, comparisons.md, slopes.md, hypotheses.md
Grids: datagrid.md
Plots: plot_predictions.md, plot_comparisons.md, plot_slopes.md
Utilities: posterior_draws.md, inferences.md, get_dataset.md
Python function reference (man/python/)
Core: predictions.md, avg_predictions.md, comparisons.md, avg_comparisons.md, slopes.md, avg_slopes.md, hypotheses.md
Grids: datagrid.md
Plots: plot_predictions.md, plot_comparisons.md, plot_slopes.md
Model fitting: fit_statsmodels.md, fit_sklearn.md, fit_linearmodels.md
Examples
Logit model example
R:
library(marginaleffects)
# Fit logistic regression
mod <- glm(am ~ hp + wt, data = mtcars, family = binomial)
# Average marginal effects (slopes on probability scale)
avg_slopes(mod)
# Predicted probabilities at specific values
predictions(mod, newdata = datagrid(hp = c(100, 150, 200), wt = 3))
# Average treatment effect: compare hp = 150 vs hp = 100
avg_comparisons(mod, variables = list(hp = c(100, 150)))
# Risk ratio for a 50-unit increase in hp
avg_comparisons(mod, variables = list(hp = 50), comparison = "ratio")
Python:
import marginaleffects as me
import statsmodels.formula.api as smf
# Fit logistic regression
mod = smf.logit("am ~ hp + wt", data=me.get_dataset("mtcars")).fit()
# Average marginal effects
me.avg_slopes(mod)
# Predicted probabilities at specific values
me.predictions(mod, newdata=me.datagrid(mod, hp=[100, 150, 200], wt=3))
# Average treatment effect: compare hp = 150 vs hp = 100
me.avg_comparisons(mod, variables={"hp": [100, 150]})
User asks about choosing an estimand:
â Read chapters/framework.qmd and chapters/comparisons.qmd, explain the five-question framework, recommend the appropriate quantity (e.g., avg_comparisons() for ATE).
User asks how to compute marginal effects:
â Read man/r/slopes.md or man/python/slopes.md, provide syntax with relevant arguments.
User wants to test treatment effect heterogeneity:
â Read chapters/comparisons.qmd for CATE concepts, then man/r/hypotheses.md for testing syntax with by= groups.
User asks about counterfactual grids:
â Read chapters/framework.qmd (Predictors section) and man/r/datagrid.md for datagrid() usage.
Best practices
- Ask about language preference: If the user hasn’t specified R or Python, ask which they prefer before providing code examples
- Always frame responses using the five-question framework when appropriate
- Cite specific sections from summaries or manuals
- Mention
get_dataset()when users need example data - For mixed requests, start with conceptual framing then show implementation