margins(at = ) fails when only one factor level is specified

[leeper]

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

## load package
library("margins")

## code goes here
> m <- lm(Sepal.Length ~ Sepal.Width * Species, data = iris)
> margins(m, at = list(Species = c("setosa")))
Error in attributes(.Data) <- c(attributes(.Data), attrib) : 
  'names' attribute [1] must be the same length as the vector [0]
> traceback()
7: structure(rep(list(list()), length(levs)), class = "data.frame", 
       names = outcolnames, row.names = seq_len(nrow(data))) at dydx.R#171
6: dydx.factor(data = data, model = model, varslist$fnames[i], type = type, 
       fwrap = FALSE, as.data.frame = as.data.frame, ...) at marginal_effects_glm.R#29
5: marginal_effects.lm(model = model, data = data, variables = variables, 
       type = type, eps = eps, varslist = varslist, ...) at marginal_effects.R#61
4: marginal_effects(model = model, data = data, variables = variables, 
       type = type, eps = eps, varslist = varslist, ...) at build_margins.R#34
3: build_margins(model = model, data = data_list[[i]], variables = variables, 
       type = type, vcov = vcov, vce = vce, iterations = iterations, 
       unit_ses = unit_ses, eps = eps, varslist = varslist, ...) at margins_glm.R#37
2: margins.lm(m, at = list(Species = c("setosa"))) at margins.R#131
1: margins(m, at = list(Species = c("setosa")))

## session info for your system
> sessionInfo()
R version 3.5.3 (2019-03-11)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1

Matrix products: default

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252    LC_MONETARY=English_United Kingdom.1252
[4] LC_NUMERIC=C                            LC_TIME=English_United Kingdom.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] prediction_0.3.10

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.1           rappdirs_0.3.1       bit_1.1-14           debugme_1.1.0        R6_2.4.0             blob_1.1.1           tools_3.5.3         
 [8] parsedate_1.1.3      data.table_1.12.2    DBI_1.0.0            remotes_2.0.4        bit64_0.9-7          assertthat_0.2.1     digest_0.6.18       
[15] rprojroot_1.3-2      crancache_0.0.0.9000 crayon_1.3.4         curl_3.3             memoise_1.1.0        RSQLite_2.1.1        cranlike_1.0.2      
[22] compiler_3.5.3       desc_1.2.0           backports_1.1.3