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Re: st: -mfx-: can I just keep the interaction variable?


From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   Re: st: -mfx-: can I just keep the interaction variable?
Date   Mon, 11 Sep 2006 10:29:52 -0400

Richard,

You're right; that must be it, because when I drop vce(boot) the - mfx- works fine. What's a good solution for calculating the marginal effects when you've used bootstrapping to construct standard errors, but -mfx- is having that type of trouble?

s
cott


On Sep 10, 2006, at 10:22 PM, Richard Williams wrote:


At 07:33 PM 9/10/2006, Scott Cunningham wrote:
Richard,

The dataset is the NLSY97, selection just on males, blacks and whites
only, and balanced for the 1997-2002.  Here's the entire code, plus
output.  I'm going to snip the fixed effects, though.

. xi:xtpoisson rp i.race age age2 hgc hhd1 i.year i.fip, vce(boot);
...
Note: One or more parameters could not be estimated in 7 bootstrap
replicates; standard error
      estimates include only complete replications.

. mfx, dydx varlist(_Irace_2 age age2 hgc hhd1);
no observations
r(2000);
I wonder if the vce(boot) and/or the fact that not all replicates were successful has something to do with it? What happens if you run it without vce(boot)? What does ereturn list tell you e(N) is?


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Richard Williams, Notre Dame Dept of Sociology
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