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st: re: PRoblem with Margins
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: re: PRoblem with Margins
Date
Mon, 2 May 2011 23:48:01 -0400
<>
I'm trying to use the margins command. I have NO problem when my FE Panel is run without a lagged dependant variable. However, when I introduce my lagged dependant variable and do the same margins command , I get "default prediction is a function of possibly stochastic quantities other than e(b)"
What am I doing wrong?
For one thing, using the FE estimator in a dynamic panel does not make much sense due to Nickell bias. If you're trying to estimate a dynamic panel model, use xtabond or Roodman's xtabond2 from SSC.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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