Breaking changes:

`type`

column is replaced by`type`

attribute.`predictions()`

only works with officially supported model types (same list as`comparisons()`

and`slopes()`

).

Renamed arguments (backward compatibility is preserved):

`transform_pre`

->`comparison`

`transform_post`

->`transform`

New:

`p_adjust`

argument: Adjust p-values for multiple comparisons.`equivalence`

argument available everywhere.

Performance:

- Much faster results in
`avg_*()`

functions for models with only categorical predictors and many rows of data, using deduplication and weights instead of unit-level estimates. - Faster predictions in
`lm()`

and`glm()`

models using`RcppEigen`

. - Bayesian models with many rows. Thanks to Etienne Bacher. #694
- Faster predictions, especially with standard errors and large datasets.

Bugs:

- Multiple imputation with
`mira`

objects was not pooling all datasets. Thanks to @Generalized for report #711. - Support for more models with offsets. Thanks to @mariofiorini for report #705.
- Error on
`predictions()`

with`by`

and`wts`

. Thanks to Noah Greifer for report #695. `afex`

: some models generated errors. Thanks to Daniel Lüdecke for report #696.`group`

column name is always forbidden. Thanks to Daniel Lüdecke for report #697.- Blank graphs in
`plot_comparisons()`

with a list in`variables`

. `type="link"`

produced an error with some categorical`brms`

models. Thanks to @shirdekel for report #703.- Error on
`predictions(variables = ...)`

for`glmmTMB`

models. Thanks to Daniel Lüdecke for report #707. `by`

with user-specified function in`comparison`

and factor predictor did not aggregate correctly. Thanks to @joaotedde for report #715.`ordinal::clm`

: Support`cum.prob`

and`linear.predictor`

prediction types. Thanks to @MrJerryTAO for report #717.

Performance:

- 2-4x faster execution for many calls. Thanks to Etienne Bacher.

New models supported:

`MCMCglmm::MCMCglmm`

`Rchoice::hetprob`

`Rchoice::ivpml`

- Multiple imputation using
`mice`

and any package which can return a list of imputed data frames (e.g.,`Amelia`

,`missRanger`

, etc.)

Plot improvements:

- New
`by`

argument to display marginal estimates by subgroup. - New
`rug`

argument to display tick marks in the margins. - New
`points`

argument in`plot_predictions()`

to display a scatter plot. - New
`gray`

argument to plot in grayscale using line types and shapes instead of color. - The
`effect`

argument is renamed to`variables`

in`plot_slopes()`

and`plot_comparisons()`

. This improves consistency with the analogous`slopes()`

and`comparisons()`

functions. - The plotting vignette was re-written.

Other:

- Support multiple imputation with
`mice`

`mira`

objects. The multiple imputation vignette was rewritten. - The
`variables_grid`

argument in`marginal_means()`

is renamed`newdata`

. Backward compatibility is maintained. `avg_*()`

returns an informative error when`vcov`

is “satterthwaite” or “kenward-roger”- “satterthwaite” and “kenward-roger” are now supported when
`newdata`

is not`NULL`

- Informative error when
`hypothesis`

includes a`b#`

larger than the available number of estimates. `avg_predictions(model, variables = "x")`

computes average counterfactual predictions by subgroups of`x`

`datagrid()`

and`plot_*()`

functions are faster in datasets with many extraneous columns.- In
`predictions(type = NULL)`

with`glm()`

and`Gam()`

we first make predictions on the link scale and then backtransform them. Setting`type="response"`

explicitly makes predictions directly on the response scale without backtransformation. - Standard errors now supported for more
`glmmTMB`

models. - Use the
`numDeriv`

package for numeric differentiation in the calculation of delta method standard error. A global option can now be passed to`numDeriv::jacobian`

:`options(marginaleffects_numDeriv = list(method = "simple", method.args = list(eps = 1e-6)))`

`options(marginaleffects_numDeriv = list(method = "Richardson", method.args = list(eps = 1e-6)))`

`options(marginaleffects_numDeriv = NULL)`

- Print:
- Print fewer significant digits.
`print.marginaleffects`

now prints all columns supplied to`newdata`

- Less redundant labels when using
`hypothesis`

- Many improvements to documentation.

Bugfixes:

- Standard errors could be inaccurate in models with non-linear components (and interactions) when some of the coefficients were very small. This was related to the step size used for numerical differentiation for the delta method. Issue #684.
`avg_predictions(by =)`

did not work when the dataset included a column named`term`

. Issue #683.`brms`

models with multivariate outcome collapsed categories in`comparisons()`

. Issue #639.`hypotheses()`

now works on lists and in calls to`lapply()`

,`purrr::map()`

, etc. Issue #660.

Breaking changes:

- All functions return an
`estimate`

column instead of the function-specific`predicted`

,`comparisons`

,`dydx`

, etc. This change only affects unit-level estimates, and not average estimates, which already used the`estimate`

column name. - The
`transform_avg`

argument in`tidy()`

deprecated. Use`transform_post`

instead. `plot_*(draw=FALSE)`

now return the actual variable names supplied to the`condition`

argument, rather than the opaque “condition1”, “condition2”, etc.

New models supported:

`blme`

package.

New features:

- New functions:
`avg_predictions()`

,`avg_comparisons()`

,`avg_slopes()`

- Equivalence, non-inferiority, and non-superiority tests with the
`hypotheses()`

function and`equivalence`

argument. - New experimental
`inferences()`

function: simulation-based inferences and bootstrap using the`boot`

,`rsample`

, and`fwb`

package. - New
`df`

argument to set degrees of freedom manually for p and CI. - Pretty
`print()`

for all objects. `by`

argument`TRUE`

returns average (marginal) predictions, comparisons, or slopes.- Supports bayesian models.

`hypothesis`

argument- Numeric value sets the null used in calculating Z and p.
- Example:
`comparisons(mod, transform_pre = "ratio", hypothesis = 1)`

- All arguments from the main functions are now available through
`tidy()`

, and`summary()`

:`conf_level`

,`transform_post`

, etc. - Bayesian posterior distribution summaries (median, mean, HDI,
quantiles) can be customized using global options. See
`?comparisons`

Renamed functions (backward-compatibility is maintained by keeping the old function names as aliases):

`marginaleffects()`

->`slopes()`

`posteriordraws()`

->`posterior_draws()`

`marginalmeans()`

->`marginal_means()`

`plot_cap()`

->`plot_predictions()`

`plot_cme()`

->`plot_slopes()`

`plot_cco()`

->`plot_comparisons()`

Bug fixes:

- Incorrect results: In 0.8.1,
`plot_*()`

the`threenum`

and`minmax`

labels did not correspond to the correct numeric values. - Fix corner case for slopes when the dataset includes infinite values.
`mlogit`

error with factors.- The
`vcov`

argument now accepts functions for most models.

Other:

- Removed major performance bottleneck for
`slopes()`

`deltamethod()`

can run hypothesis tests on objects produced by the`comparisons()`

,`marginaleffects()`

,`predictions()`

, and`marginalmeans()`

functions. This feature relies on`match.call()`

, which means it may not always work when used programmatically, inside functions and nested environments. It is generally safer and more efficient to use the`hypothesis`

argument.`plot_cme()`

and`plot_cco()`

accept lists with user-specified values for the regressors, and can display nice labels for shortcut string-functions like “threenum” or “quartile”.`posterior_draws`

: new`shape`

argument to return MCMC draws in various formats, including the new`rvar`

structure from the`posterior`

package.`transform_avg`

function gets printed in`summary()`

output.`transform_post`

and`transform_avg`

support string shortcuts: “exp” and “ln”- Added support for
`mlm`

models from`lm()`

. Thanks to Noah Greifer.

Bug fixes:

`hypothesis`

argument with bayesian models and`tidy()`

used to raise an error.- Missing values for some regressors in the
`comparisons()`

output for`brms`

models.

Breaking change:

- The
`interaction`

argument is deprecated and replaced by the`cross`

argument. This is to reduce ambiguity with respect to the`interaction`

argument in`emmeans`

, which does something completely different, akin to the difference-in-differences illustrated in the Interactions vignette.

71 classes of models supported, including the new:

`rms::ols`

`rms::lrm`

`rms::orm`

New features:

- Plots:
`plot_cme()`

,`plot_cap()`

, and`plot_cco()`

are now much more flexible in specifying the comparisons to display. The`condition`

argument accepts lists, functions, and shortcuts for common reference values, such as “minmax”, “threenum”, etc. `variables`

argument of the`comparisons()`

function is more flexible:- Accepts functions to specify custom differences in numeric variables (e.g., forward and backward differencing).
- Can specify pairs of factors to compare in the
`variables`

argument of the`comparisons`

function.

`variables`

argument of the`predictions()`

function is more flexible:- Accepts shortcut strings, functions, and vectors of arbitrary length.

- Integrate out random effects in bayesian
`brms`

models (see Bayesian analysis vignette)

New vignettes:

- Experiments
- Extending marginal effects
- Integrating out random effects in bayesian models

Bug fixes and minor improvements:

- The default value of
`conf_level`

in`summary()`

and`tidy()`

is now`NULL`

, which inherits the`conf_level`

value in the original`comparisons`

/`marginaleffects`

/`predictions`

calls. - Fix typo in function names for missing “lnratioavgwts”
- Interactions with
`fixest::i()`

are parsed properly as categorical variables - For
`betareg`

objects, inference can now be done on all coefficients using`deltamethod()`

. previously only the location coefficients were available. - For objects from
`crch`

package, a number of bugs have been fixed; standard errors should now be correct for`deltamethod()`

,`marginaleffects()`

, etc. - Fixed a bug in the
`tidy()`

function for`glmmTMB`

models without random effects, which caused all t statistics to be identical.

- New supported model class:
`gamlss`

. Thanks to Marcio Augusto Diniz. `marginalmeans()`

accepts a`wts`

argument with values: “equal”, “proportional”, “cells”.`by`

argument- accepts data frames for complex groupings.
- in
`marginalmeans`

only accepts data frames. - accepts “group” to group by response level.
- works with bayesian models.

`byfun`

argument for the`predictions()`

function to aggregate using different functions.`hypothesis`

argument- The matrix column names are used as labels for hypothesis tests.
- Better labels with “sequential”, “reference”, “pairwise”.
- new shortcuts “revpairwise”, “revsequential”, “revreference”

`wts`

argument is respected in`by`

argument and with`*avg`

shortcuts in the`transform_pre`

argument.`tidy.predictions()`

and`tidy.marginalmeans()`

get a new`transform_avg`

argument.- New vignettes:
- Unit-level contrasts in logistic regressions. Thanks to @arthur-albuquerque.
- Python Numpy models in
`marginaleffects`

. Thanks to @timpipeseek. - Bootstrap example in standard errors vignette.

Breaking changes:

`by`

is deprecated in`summary()`

and`tidy()`

. Use the same`by`

argument in the main functions instead:`comparisons()`

,`marginaleffects()`

,`predictions()`

- Character vectors are no longer supported in the
`variables`

argument of the`predictions()`

function. Use`newdata="fivenum"`

or “grid”, “mean”, or “median” instead.

Critical bug fix:

- Contrasts with interactions were incorrect in version 0.6.0. The error should have been obvious to most analysts in most cases (weird-looking alignment). Thanks to @vmikk.

New supported packages and models:

`survival::clogit`

`biglm`

: The main quantities can be computed, but not the delta method standard errors. See https://github.com/vincentarelbundock/marginaleffects/issues/387

New vignette:

- Elasticity
- Frequently Asked Questions

New features:

- Elasticity and semi-elasticity using the new
`slope`

argument in`marginaleffects()`

: eyex, dyex, eydx `datagrid()`

accepts functions:`datagrid(newdata = mtcars, hp = range, mpg = fivenum, wt = sd)`

- New
`datagridcf()`

function to create counterfactual datasets. This is a shortcut to the`datagrid()`

function with default to`grid_type = "counterfactual"`

- New
`by`

arguments in`predictions()`

,`comparisons()`

,`marginaleffects()`

- New
`newdata`

shortcuts: “tukey”, “grid” - New string shortcuts for
`transform_pre`

in`comparisons()`

`marginalmeans()`

now back transforms confidence intervals when possible.`vcov`

argument string shortcuts are now case-insensitive- The default contrast in
`comparisons()`

for binary predictors is now a difference between 1 and 0, rather than +1 relative to baseline. - documentation improvements

New supported packages and models:

`tidymodels`

objects of class`tidy_model`

are supported if the fit engine is supported by`marginaleffects`

.

New function:

`deltamethod()`

: Hypothesis tests on functions of parameters`plot_cco()`

: Plot conditional contrasts

New arguments:

`hypothesis`

for hypothesis tests and custom contrasts`transform_post`

in`predictions()`

`wts`

argument in`predictions()`

only affects average predictions in`tidy()`

or`summary()`

.

New or improved vignettes:

- Hypothesis Tests and Custom Contrasts using the Delta Method: https://vincentarelbundock.github.io/marginaleffects/articles/hypothesis.html
- Multiple Imputation: https://vincentarelbundock.github.io/marginaleffects/articles/multiple_imputation.html
- Causal Inference with the g-Formula: https://vincentarelbundock.github.io/marginaleffects/articles/gformula.html (Thanks to Rohan Kapre for the idea)

Deprecated or renamed arguments:

`contrast_factor`

and`contrast_numeric`

arguments are deprecated in`comparisons()`

. Use a named list in the`variables`

argument instead. Backward compatibility is maintained.- The
`transform_post`

argument in`tidy()`

and`summary()`

is renamed to`transform_avg`

to disambiguate against the argument of the same name in`comparisons()`

. Backward compatibility is preserved.

Misc:

`tidy.predictions()`

computes standard errors using the delta method for average predictions- Support
`gam`

models with matrix columns. `eps`

in`marginaleffects()`

is now “adaptive” by default: it equals 0.0001 multiplied the range of the predictor variable`comparisons()`

now supports “log of marginal odds ratio” in the`transform_pre`

argument. Thanks to Noah Greifer.- New
`transform_pre`

shortcuts: dydx, expdydx `tidy.predictions()`

computes standard errors and confidence intervals for linear models or GLM on the link scale.

Breaking changes:

`type`

no longer accepts a character vector. Must be a single string.`conf.int`

argument deprecated. Use`vcov = FALSE`

instead.

New supported packages and models:

`mlogit`

`mhurdle`

`tobit1`

`glmmTMB`

New features:

`interaction`

argument in`comparisons()`

to compute interactions between contrasts (cross-contrasts).`by`

argument in`tidy()`

and`summary()`

computes group-average marginal effects and comparisons.`transform_pre`

argument can define custom contrasts between adjusted predictions (e.g., log adjusted risk ratios). Available in`comparisons()`

.`transform_post`

argument allows back transformation before returning the final results. Available in`comparisons()`

,`marginalmeans()`

,`summary()`

,`tidy()`

.- The
`variables`

argument of the`comparisons()`

function accepts a named list to specify variable-specific contrast types. - Robust standard errors with the
`vcov`

argument. This requires version 0.17.1 of the`insight`

package.`sandwich`

package shortcuts:`vcov = "HC3"`

,`"HC2"`

,`"NeweyWest"`

, and more.- Mixed effects models:
`vcov = "satterthwaite"`

or`"kenward-roger"`

- One-sided formula to clusters:
`vcov = ~cluster_variable`

- Variance-covariance matrix
- Function which returns a named squared matrix

`marginalmeans()`

allows interactions- Bayesian Model Averaging for
`brms`

models using`type = "average"`

. See vignette on the`marginaleffects`

website. `eps`

argument for step size of numerical derivative`marginaleffects`

and`comparisons`

now report confidence intervals by default.- New dependency on the
`data.table`

package yields substantial performance improvements. - More informative error messages and warnings
- Bug fixes and performance improvements

New pages on the `marginaleffects`

website:
https://vincentarelbundock.github.io/marginaleffects/

- Alternative software packages
- Robust standard errors (and more)
- Performance tips
- Tables and plots
- Multinomial Logit and Discrete Choice Models
- Generalized Additive Models
- Mixed effects models (Bayesian and Frequentist)
- Transformations and Custom Contrasts: Adjusted Risk Ratio Example

Argument name changes (backward compatibility is preserved:

- Everywhere:
`conf.level`

->`conf_level`

`datagrid()`

:`FUN.factor`

->`FUN_factor`

(same for related arguments)`grid.type`

->`grid_type`

New supported packages and models:

`stats::loess`

`sampleSelection::selection`

`sampleSelection::heckit`

Misc:

`mgcv::bam`

models allow`exclude`

argument.- Gam models allow
`include_smooth`

argument. - New tests
- Bug fixes

New function:

`comparisons()`

computes contrasts

Misc:

- Speed optimizations
`predictions()`

and`plot_cap()`

include confidence intervals for linear models- More robust handling of in-formula functions: factor(), strata(), mo()
- Do not overwrite user’s
`ggplot2::theme_set()`

call

- Bug fixes

New supported models:

`mclogit::mclogit`

`robust::lmRob`

`robustlmm::rlmer`

`fixest`

confidence intervals in`predictions`

Misc:

- Support
`modelbased::visualisation_matrix`

in`newdata`

without having to specify`x`

explicitly. `tidy.predictions()`

and`summary.predictions()`

methods.- Documentation improvements.
- CRAN test fixes

Support for new models and packages:

`brglm2::bracl`

`mclogit::mblogit`

`scam::scam`

`lmerTest::lmer`

Misc:

- Drop
`numDeriv`

dependency, but make it available via a global option: options(“marginaleffects_numDeriv” = list(method = “Richardson”, method.args = list(eps = 1e-5, d = 0.0001))) - Bugfixes
- Documentation improvements
- CRAN tests

documentation bugfix

Breaking changes:

`predictions`

returns predictions for every observation in the original dataset instead of`newdata=datagrid()`

.`marginalmeans`

objects have new column names, as do the corresponding`tidy`

and`summary`

outputs.

New supported packages and models:

`brms::brm`

`rstanarm::stanglm`

`brglm2::brmultinom`

`MASS::glmmPQL`

`aod::betabin`

Misc:

`datagrid`

function supersedes`typical`

and`counterfactual`

with the`grid.type`

argument. The`typical`

and`counterfactual`

functions will remain available and exported, but their use is not encouraged.`posterior_draws`

function can be applied to a`predictions`

or a`marginaleffects`

object to extract draws from the posterior distribution.`marginalmeans`

standard errors are now computed using the delta method.`predictions`

standard errors are now computed using the delta method when they are not available from`insight::get_predicted`

.- New vignette on Bayesian models with
`brms`

- New vignette on Mixed effects models with
`lme4`

- If the
`data.table`

package is installed,`marginaleffects`

will automatically use it to speed things up. - Contrast definition reported in a separate column of
`marginaleffects`

output. - Safer handling of the
`type`

argument. - Comprehensive list of supported and tests models on the website.
- Many bug fixes
- Many new tests, including several against
`emmeans`

Breaking change:

`data`

argument becomes`newdata`

in all functions.

New supported packages and models:

`lme4:glmer.nb`

`mgcv::gam`

`ordinal::clm`

`mgcv`

`marginalmeans`

:

- New
`variables_grid`

argument

`predictions`

:

- Support
`mgcv`

`plot_cap`

- New
`type`

argument

Misc:

- New validity checks and tests

First release. Bravo!

Thanks to Marco Avina Mendoza, Resul Umit, and all those who offered comments and suggestions.