Re: st: margins on continuous interactions.

[Natasha Agarwal <agarwana6@gmail.com>]

Dear Jeff,

Thank you for your help.

The codes are as follows

******
xtset firm year
xtreg y x1 x2 c.x3#c.x4 i.year, fe vce(robust)
margins, dydx(x3) at(x4=0.15)

*****

In the above codes: y = varies at firm and time, x1 = varies at firm
and time, x2 = varies at firm and time, x3 = varies at industry region
and time, x4 = varies at industry only.

I looked at the advised archives Statalist option, and I went ahead
with it. However, I am not sure if noestimcheck is the right option?
Can you please explain me if possible on how would one know when to
use the noestimcheck option?

Thank you very much again and sorry for taking your time.

Best,
Natasha


On Thu, Dec 5, 2013 at 10:53 PM, Jeff Pitblado, StataCorp LP
<jpitblado@stata.com> wrote:
> Natasha Agarwal <agarwana6@gmail.com> is using -margins- after -xtreg, fe- but
> is getting (not estimable) for the requested marginal effect:
>
>> I estimate a fixed effect model xtreg y x1 x2 x3*x4 year dummies, fe
>> vce(robust)
>>
>> where y, x1, x2, are firm level variables. x3 changes over
>> industry-region-year. while x4 changes only over industry. After this, I
>> estimate margins, dydx(x3) at(x4 = 0.15). I get a not estimable error. I
>> then try to use the noestimcheck option, and state margins, dydx(x3)
>> at(x=0.15) noestimcheck. and I get an output. However I am not sure whether
>> it is correct to use the noestimcheck option here.
>
> Natasha identifies several grouping variables (firm, industry, region, year)
> but does not indicate which grouping variable was -xtset- as the panel
> variable so it is very difficult to reproduce the problem.
>
> Even if we cannot have access to Natasha's data, showing us all the relevant
> Stata code would have been more helpful.  Something like
>
>> The code I used was
>>
>> ***** BEGIN:
>> xtset ???panelvariable???
>> xtreg y x1 x2 c.x3#c.x4 i.year, fe vce(robust)
>> margins, dydx(x3) at(x4=0.15)
>> ***** END:
>
> I suspect Natasha is experiencing scaling problems.  -margins- can have a
> difficult time in checking for estimable functions when crossed continuous
> variables are on very different scales.
>
> If my suspicions are correct, then I imagine the advice at the end of the
> following post is relevant for Natasha as well.
>
>         http://www.stata.com/statalist/archive/2011-07/msg00514.html
>
> --Jeff
> jpitblado@stata.com
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