Please specify whether your issue is about:

• a possible bug
• a question about package functionality
• a suggested code or documentation change, improvement to the code, or feature request

library("margins")
fit <- lm(mpg ~ wt + hp * cyl, data = mtcars)
summary(margins(fit, vce = "simulation", variables = "hp"))
#> factor     AME SE  z  p lower upper
#>     hp -0.0463 NA NA NA    NA    NA

Compare to

summary(margins(fit, vce = "simulation"))
#> factor     AME     SE       z      p   lower   upper
#>    cyl  0.0381 0.5768  0.0661 0.9473 -1.0925  1.1687
#>     hp -0.0463 0.0124 -3.7336 0.0002 -0.0706 -0.0220
#>     wt -3.1198 0.7771 -4.0147 0.0001 -4.6429 -1.5967

Similar problem with vce = "bootstrap"

summary(margins(fit, vce = "bootstrap", variables = "hp"))
#> Error in `[[<-.data.frame`(`*tmp*`, "z", value = c(Var_dydx_hp = NA_real_,  : 
#>   replacement has 50 rows, data has 1

Again, omitting variables or making variables a vector of length greater than 1 works fine.

summary(margins(fit, vce = "bootstrap"))
#> factor     AME     SE       z      p   lower   upper
#>    cyl  0.0381 0.7275  0.0524 0.9582 -1.3877  1.4640
#>     hp -0.0463 0.0198 -2.3441 0.0191 -0.0850 -0.0076
#>     wt -3.1198 0.8892 -3.5086 0.0005 -4.8626 -1.3770

Traceback gives a clue about the problem:

6: stop(sprintf(ngettext(N, "replacement has %d row, data has %d", 
       "replacement has %d rows, data has %d"), N, nrows), domain = NA)
5: `[[<-.data.frame`(`*tmp*`, "z", value = c(Var_dydx_hp = NA_real_, 
   Var_dydx_hp.1 = NA_real_, Var_dydx_hp.2 = NA_real_, Var_dydx_hp.3 = NA_real_, 
   Var_dydx_hp.4 = NA_real_, Var_dydx_hp.5 = NA_real_, Var_dydx_hp.6 = NA_real_, 
   Var_dydx_hp.7 = NA_real_, Var_dydx_hp.8 = NA_real_, Var_dydx_hp.9 = NA_real_, 
   Var_dydx_hp.10 = NA_real_, Var_dydx_hp.11 = NA_real_, Var_dydx_hp.12 = NA_real_, 
   Var_dydx_hp.13 = NA_real_, Var_dydx_hp.14 = NA_real_, Var_dydx_hp.15 = NA_real_, 
   Var_dydx_hp.16 = NA_real_, Var_dydx_hp.17 = NA_real_, Var_dydx_hp.18 = NA_real_, 
   Var_dydx_hp.19 = NA_real_, Var_dydx_hp.20 = NA_real_, Var_dydx_hp.21 = NA_real_, 
   Var_dydx_hp.22 = NA_real_, Var_dydx_hp.23 = NA_real_, Var_dydx_hp.24 = NA_real_, 
   Var_dydx_hp.25 = NA_real_, Var_dydx_hp.26 = NA_real_, Var_dydx_hp.27 = NA_real_, 
   Var_dydx_hp.28 = NA_real_, Var_dydx_hp.29 = NA_real_, Var_dydx_hp.30 = NA_real_, 
   Var_dydx_hp.31 = NA_real_, Var_dydx_hp.32 = NA_real_, Var_dydx_hp.33 = NA_real_, 
   Var_dydx_hp.34 = NA_real_, Var_dydx_hp.35 = NA_real_, Var_dydx_hp.36 = NA_real_, 
   Var_dydx_hp.37 = NA_real_, Var_dydx_hp.38 = NA_real_, Var_dydx_hp.39 = NA_real_, 
   Var_dydx_hp.40 = NA_real_, Var_dydx_hp.41 = NA_real_, Var_dydx_hp.42 = NA_real_, 
   Var_dydx_hp.43 = NA_real_, Var_dydx_hp.44 = NA_real_, Var_dydx_hp.45 = NA_real_, 
   Var_dydx_hp.46 = NA_real_, Var_dydx_hp.47 = NA_real_, Var_dydx_hp.48 = NA_real_, 
   Var_dydx_hp.49 = NA_real_))
4: `[[<-`(`*tmp*`, "z", value = c(Var_dydx_hp = NA_real_, Var_dydx_hp.1 = NA_real_, 
   Var_dydx_hp.2 = NA_real_, Var_dydx_hp.3 = NA_real_, Var_dydx_hp.4 = NA_real_, 
   Var_dydx_hp.5 = NA_real_, Var_dydx_hp.6 = NA_real_, Var_dydx_hp.7 = NA_real_, 
   Var_dydx_hp.8 = NA_real_, Var_dydx_hp.9 = NA_real_, Var_dydx_hp.10 = NA_real_, 
   Var_dydx_hp.11 = NA_real_, Var_dydx_hp.12 = NA_real_, Var_dydx_hp.13 = NA_real_, 
   Var_dydx_hp.14 = NA_real_, Var_dydx_hp.15 = NA_real_, Var_dydx_hp.16 = NA_real_, 
   Var_dydx_hp.17 = NA_real_, Var_dydx_hp.18 = NA_real_, Var_dydx_hp.19 = NA_real_, 
   Var_dydx_hp.20 = NA_real_, Var_dydx_hp.21 = NA_real_, Var_dydx_hp.22 = NA_real_, 
   Var_dydx_hp.23 = NA_real_, Var_dydx_hp.24 = NA_real_, Var_dydx_hp.25 = NA_real_, 
   Var_dydx_hp.26 = NA_real_, Var_dydx_hp.27 = NA_real_, Var_dydx_hp.28 = NA_real_, 
   Var_dydx_hp.29 = NA_real_, Var_dydx_hp.30 = NA_real_, Var_dydx_hp.31 = NA_real_, 
   Var_dydx_hp.32 = NA_real_, Var_dydx_hp.33 = NA_real_, Var_dydx_hp.34 = NA_real_, 
   Var_dydx_hp.35 = NA_real_, Var_dydx_hp.36 = NA_real_, Var_dydx_hp.37 = NA_real_, 
   Var_dydx_hp.38 = NA_real_, Var_dydx_hp.39 = NA_real_, Var_dydx_hp.40 = NA_real_, 
   Var_dydx_hp.41 = NA_real_, Var_dydx_hp.42 = NA_real_, Var_dydx_hp.43 = NA_real_, 
   Var_dydx_hp.44 = NA_real_, Var_dydx_hp.45 = NA_real_, Var_dydx_hp.46 = NA_real_, 
   Var_dydx_hp.47 = NA_real_, Var_dydx_hp.48 = NA_real_, Var_dydx_hp.49 = NA_real_
   ))
3: summarize_one(object, level = level, is_weighted = is_weighted, 
       ...)
2: summary.margins(margins(fit, vce = "bootstrap", variables = "hp"))
1: summary(margins(fit, vce = "bootstrap", variables = "hp"))

The margins object has a bunch of weird NA_real_-filled columns called Var_dydx_hp. plus a number. Something similar is going on with vce = "simulation" but the names are slightly different and therefore so is the error (or lack thereof in this case)

names(margins(fit, vce = "simulation", variables = "hp"))
#>  [1] "mpg"        "cyl"        "disp"       "hp"         "drat"      
#>  [6] "wt"         "qsec"       "vs"         "am"         "gear"      
#> [11] "carb"       "fitted"     "se.fitted"  "dydx_hp"    "Var_"      
#> [16] "NA"         "NA.1"       "NA.2"       "NA.3"       "NA.4"      
#> [21] "NA.5"       "NA.6"       "NA.7"       "NA.8"       "NA.9"      
#> [26] "NA.10"      "NA.11"      "NA.12"      "NA.13"      "NA.14"     
#> [31] "NA.15"      "NA.16"      "NA.17"      "NA.18"      "NA.19"     
#> [36] "NA.20"      "NA.21"      "NA.22"      "NA.23"      "NA.24"     
#> [41] "NA.25"      "NA.26"      "NA.27"      "NA.28"      "NA.29"     
#> [46] "NA.30"      "NA.31"      "NA.32"      "NA.33"      "NA.34"     
#> [51] "NA.35"      "NA.36"      "NA.37"      "NA.38"      "NA.39"     
#> [56] "NA.40"      "NA.41"      "NA.42"      "NA.43"      "NA.44"     
#> [61] "NA.45"      "NA.46"      "NA.47"      "NA.48"      "_weights"  
#> [66] "_at_number"

These are actually separate errors, but have a related cause in that there are internal functions that expect a a matrix of certain dimensions and names but are getting something else because we are isolating one variable.

PR incoming.