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st: using expressions in margins command


From   Jordan Silberman <[email protected]>
To   [email protected]
Subject   st: using expressions in margins command
Date   Wed, 19 Jun 2013 16:46:15 -0400

Hi Stata folks,

The following margins command, which I'm using after xtmixed, works fine:

margins, dydx(time) at(condition=(0 1)) expression( (predict(xb)) ^-4 )

Note that the expression includes the instruction to raise to the power of -4.

What I really want to do is raise to the power of -4.063, to get
estimates in their original metric following a Box-Cox transformation.
Given that the margins command above works fine, you'd think that I'd
just have to replace "-4" in the margins command above with "-4.063".
However, after doing this replacement, the margins command yields the
following error:

Warning: prediction constant over observations.
missing predicted values encountered within the estimation sample

And, strangely, when I change the exponent to -5, it works fine again.

Any idea what might be causing this problem? Any guidance would be
greatly appreciated.

Thanks,
Jordan
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