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From | John Litfiba <cariboupad@gmx.fr> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Margins + Marginsplot + xtreg (Not Estimable) |
Date | Tue, 24 Jan 2012 16:06:50 +0100 |
Dear Statalist, I am struggling with the margins stata function. I run a fixed effect estimation on a panel dataset using xtreg clustered by individuals in my sample. In the equation I specify an interaction term as : VAR#BIN where VAR is a dummy variable that indicates treatment or not and BIN is a categorical variable (4 values : 1 2 3 4) that cut the variable Volatility in 4 non overlapping bins according to the percentiles: for example BIN=2 corresponds to values of volatility between the 25th and the 50th percentile, BIN=3 for vol between the 50th and 75th percentile, etc I would like to graph this categorical by categorical interaction (with confidence intervals) with marginsplot, but the margins commands doesnt work margins, dydx(trader) at(vol_cat=(1 2 3 4)) vsquish return not estimable for each value... However when I do not use bins, but only the interaction VAR*c.volatility everything works fine... What is wrong there ? Many thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/