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

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

------------------------------
------------------------------

Thank you again for your suggestions, Nick.
I did not get any reply from the authors yet.

Jens



>Date: Thu, 19 Jan 2012 10:06:37 +0000
>From: Nick Cox <njcoxstata@gmail.com>
>Subject: Re: st: RE: endogeneous switching regression with movestay-
>ado: error after margins command
>
>Thanks for the "probably".
>
>Dropping the observations with missing predictions before calling
>- -margins- and contacting the authors directly at the World Bank are
>my
>only suggestions.
>
>Nick
>
>On Thu, Jan 19, 2012 at 9:45 AM, Stephani Jens <Jens.Stephani@iab.de>
>wrote:
>
>> Thank you Nick,
>>
>> you are probably right concerning the use of the term "bug".
>>
>> Regarding your other suggestion, I already tried that before
>> posting to statalist (i.e. using -if- and making -margins-
>> conditional on the non-missing observations; it gave me
>> another error message, “prediction is a function of possibly
>> stochastic quantities other than e(b)”.
>>
>> When using -mfx- instead of -margins-, Stata gives another
>> error message telling that it did not find the variable y0
>> (or y1, respectively).
>>
>> So I was wondering if somebody else is working with -movestay-
>> and might be able to give me a hint.
>>
>> Thanks
>> Jens
>>
>>>Date: Wed, 18 Jan 2012 14:01:40 +0000
>>>From: Nick Cox <n.j.cox@durham.ac.uk>
>>>Subject: st: RE: endogeneous switching regression with movestay-
>ado:
>>>error after margins command
>>>
>>>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-.
>
>
>> From: Stephani Jens <Jens.Stephani@iab.de>
>
>>>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);
>>>
>
>*
>*   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/
>
>------------------------------


*
*   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/