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


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: endogeneous switching regression with movestay-ado: error after margins command
Date   Wed, 18 Jan 2012 14:01:40 +0000

I wouldn't cry "bug" before I was pretty certain, meaning I have looked at some code and I am convinced it is wrong. A program not behaving in the way you hope is not ipso facto evidence of a bug. 

-margins- was introduced in Stata 11. -movestay- was written for Stata 8, which does not rule out it being compatible with -margins-, but certainly means that the authors could not be expected to be presciently aware of how it meshes with -margins-. 

At a wild guess, this may be soluble by making your -margins- call conditional on there being non-missing predictions, using -if-. 

Nick 
[email protected] 

Stephani Jens

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.


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