Playing around with code from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2952326

pepinsky.R

library("rtruncnorm")
library("prediction")
library("margins")
set.seed(14850)
n <- 300
error <- 4
ex <- data.frame(
  d = rbinom(n,1,.5),
  x = rnorm(n),
  e = rnorm(n,0,error))
ex$y <- with(ex, 1 + d + x + e)

mod <- lm(y ~ d * x, data = ex)

cplot(mod, x = "x", dx = "d", what = "effect")

summary(mod)

summary(margins(mod, at = list(x = seq_range(x, 5))))

exsplit5 <- split(ex, cut(ex$x, 5))
lapply(exsplit5, function(dat) {
  summary(margins(mod, data = dat))
})

exsplit3 <- split(ex, cut(ex$x, 3))
lapply(exsplit3, function(dat) {
  summary(margins(mod, data = dat))
})


ex$xbin5 <- as.factor(as.integer(cut(ex$x, 5)))
mod5 <- lm(y ~ d * xbin5, data = ex)
ex$xbin3 <- as.factor(as.integer(cut(ex$x, 3)))
mod3 <- lm(y ~ d * xbin3, data = ex)

summary(margins(mod5, at = list(xbin5 = levels(ex$xbin5))))
summary(margins(mod3, at = list(xbin3 = levels(ex$xbin3))))