Add tidiers for margins and mfx objects

[grantmcdermott]

It would be great to have tidy methods for objects from the margins and mfx packages.

Among other things, this would go a long way towards improving the table support for generalized linear models like logit and probit regressions, where you often want to report actual marginal effects rather than the naive coefficient values. (I'm thinking of the fact that modern table-exporting packages like huxtable and gtsummary rely on broom::tidy() as a first step.) AFAIK, there is currently no fully automated way to produce, say, a LaTeX table of marginal effects from a logistic regression in R.

A potential point of convenience here is that margins and mfx both produce output that already closely resemble tidied regression output.

## Run a logistic regression
log_reg <- glm(am ~ cyl + hp + wt, data = mtcars, family = binomial)

## Tidy (but naive) coefficient values
library(broom)
tidy(log_reg)
#> # A tibble: 4 x 5
#>   term        estimate std.error statistic p.value
#>   <chr>          <dbl>     <dbl>     <dbl>   <dbl>
#> 1 (Intercept)  19.7       8.12       2.43   0.0152
#> 2 cyl           0.488     1.07       0.455  0.649 
#> 3 hp            0.0326    0.0189     1.73   0.0840
#> 4 wt           -9.15      4.15      -2.20   0.0276

## Get the actual marginal effects instead

## Option 1: margins package
library(margins, quietly = T)
summary(margins(log_reg))
#>  factor     AME     SE       z      p   lower   upper
#>     cyl  0.0215 0.0470  0.4567 0.6479 -0.0706  0.1135
#>      hp  0.0014 0.0006  2.3197 0.0204  0.0002  0.0026
#>      wt -0.4025 0.1154 -3.4880 0.0005 -0.6287 -0.1764

## Option 2: mfx package
library(mfx, quietly = T, warn.conflicts = F)
logitmfx(log_reg, atmean = F, data = mtcars)
#> Call:
#> logitmfx(formula = log_reg, data = mtcars, atmean = F)
#> 
#> Marginal Effects:
#>          dF/dx  Std. Err.       z  P>|z|
#> cyl  0.0214528  0.0499376  0.4296 0.6675
#> hp   0.0014339  0.0014602  0.9820 0.3261
#> wt  -0.4025475  0.3782646 -1.0642 0.2872

^{Created on 2019-05-02 by the reprex package (v0.2.1)}

[grantmcdermott]

@alexpghayes I finally got around to writing some tidiers for these objects myself. I still have to update the docs, run coverage tests, etc. But before I do that, would you like me to separate them out into two distinct PRs (one for mfx, one for margins), or just roll them into a single PR?

[alexpghayes]

Separate PRs would be ideal!

[grantmcdermott]

Alex, I'm about ready to submit this, but I just wanted to check first:

Is there an easy way to add a new column name to the check_arguments() test? I'm not passing this particular test because I've added a new "atmean" column to the tidy.mfxlogit (and related) tidiers. OTOH, I'm happy to ignore for now and just submit the PR as is if you're okay with that...

[alexpghayes]

Yes! You'll need to:

• update the column glossary at https://github.com/alexpghayes/modeltests/blob/master/data-raw/columns_tidy.yaml
• run https://github.com/alexpghayes/modeltests/blob/master/data-raw/create_glossaries.R to rebuild the glossaries

In the meantime go ahead and make the PR!

[github-actions]

This issue has been automatically locked. If you believe you have found a related problem, please file a new issue (with a reprex: https://reprex.tidyverse.org) and link to this issue.