st: endogeneous switching regression with movestay-ado: error after margins command

[Stephani Jens <Jens.Stephani@iab.de>]

Dear Statalist members,

I am using the ado-file by Lokshin/Sajaia 2004 called movestay (Stata Journal 4, No. 3) to estimate an endogenous switching regression. After estimation, I want to use the margins command to calculate the marginal effects in the outcome equations (conditional on being observed in that equation) Unfortunately, I get an error message saying " missing predicted values encountered within the estimation sample r(322)". It seems to me that this is a bug.

Here is my code:

movestay (y $a), select(var1 $a $s) cluster(idnum)

** output omitted **

margins, dydx($a) atmeans predict(yc1_1)

Warning: cannot perform check for estimable functions.
missing predicted values encountered within the estimation sample
r(322);

Does anybody have an idea what the problem might be?
Any help will be greatly appreciated.


Jens Stephani




-----
Jens Stephani
Institute for Employment Research (IAB)
- Research Department 'Establishments and Employment' -
Regensburger Strasse 104
90478 Nuremberg
Germany
www.iab.de



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