There are several easy and efficient R packages and functions to produce conditional effects plots (marginal effects) for linear regression models, such as interplot (Solt and Hu 2021), ggeffects (Lüdecke 2018), and JKmisc/ggintfun.R (Karreth 2017). However, I could not find any package or function to produce marginal effects graphs for spatial models. In particular, I am conducting a SAR model using the command lagsarlm from the package spdep.

Consider, for example, the SAR model specification below:

Y = B1X1 + B2X2 + B3X3 + B4X1X2 + B5X3X2 + pWy

In this example, I would like to produce two marginal effects plots according to the interaction terms:

  1. The conditional effect of X1 on Y when X2 is increasing.
  2. The conditional effect of X3 on Y when X2 is increasing.

Is there any way to produce these graphs in R from the results generated using the command lagsarlm (package spdep)?

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