Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Cameron McIntosh <cnm100@hotmail.com> |
To | STATA LIST <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: why Margins gives "not estimable" ? |
Date | Sat, 11 Feb 2012 10:23:12 -0500 |
I don't know about your code, but perhaps this is due to numerical instabilities stemming from a complex model (many interactions terms) and possibly insufficient sample size? You may want to check the archives for threads tied to "margins not estimable" for example, and perhaps see: Williams, R. Margins Part 2: Marginal Effects.http://www.nd.edu/~rwilliam/stats3/Margins02.pdf Cornelissen, T., & Sonderhof, K. (2009). Marginal effects in the probit model with a triple dummy variable interaction term. (Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover DP-386). Hannover, Germany: School of Economics and Management, Hannover Leibniz University.http://www.wiwi.uni-hannover.de/Forschung/Diskussionspapiere/dp-386.pdf Anderson, S., & Newell, R.G. (2003). Simplified marginal effects in discrete choice models. Economics Letters, 81, 321–326.https://www.msu.edu/~sta/AndersonNewell_mfx_EconLetters.pdf Carlevaro, F., & Sénégas, M.-A. (2006). Simplified marginal effects in discrete choice models: A correction. Economics Letters, 92(1), 44-46. Mullahy, J. (November 2011). Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics. NBER Working Paper No. 17588. http://works.bepress.com/cgi/viewcontent.cgi?article=1001&context=johnmullahy Bartus, T. (2005). Estimation of marginal effects using margeff. The Stata Journal, 5(3), 309–329.http://www.stata-journal.com/sjpdf.html?articlenum=st0086http://econpapers.repec.org/software/bocbocode/s445001.htm Frondel, M., & Vance, C. (September 2009). On Marginal and Interaction Effects: The Case of Heckit and Two-Part Models. Ruhr Economic Papers #138. Bibliogra? sche Informationen der Deutschen Nationalbibliothek.http://repec.rwi-essen.de/files/REP_09_138.pdf Chen, X., & Wilson, B. (2011). Visualizing Marginal Effects from Interactions in Generalized Linear Models. SAS Global Forum 2011, Statistics and Data Analysis, Paper 350-2011.http://support.sas.com/resources/papers/proceedings11/350-2011.pdf Basu, A., & Rathouz, P.J. (2005). Estimating marginal and incremental effects on health outcomes using flexible link and variance function models. Biostatistics, 6(1), 93–109.http://biostatistics.oxfordjournals.org/content/6/1/93.full.pdf Cam ---------------------------------------- > From: cariboupad@gmx.fr > Date: Sat, 11 Feb 2012 16:06:49 +0100 > Subject: st: why Margins gives "not estimable" ? > To: statalist@hsphsun2.harvard.edu > > Dear Statalist, > > I have a simple, yet puzzling question (at least for me) about -margins. > > I run a fixed effect regression and I would like to understand the > effect of a dummy variable (DUM) interacted with a categorical > variable (CAT) > CAT can take 5 values (1, 2, 3, 4 and 5) lets say. > > When I run > > -xtreg Y 1b.CAT##DUM, vce(cluster id) > > I get the results > and if I type > > -margins CAT, dydx(DUM) > I get by how much I increase the predicted values of the output Y when > DUM=1 and according to the values of CAT. > So far, so good. > > However, if in the original regression I include another categorical > variable : CAT2 (7 possible values) > > -xtreg Y 1b.CAT##DUM i.CAT2, vce(cluster id) > > then > -margins CAT, dydx(DUM) > or > -margins CAT, dydx(DUM) at(CAT2="a particular value of CAT2) > or even -margins CAT, dydx(DUM) over(CAT2) > > they all return "not estimable"... > > Do you have an idea ? I am probably missing some important option or > syntax in the margins command ? > > 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/ * * 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/