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st: xtabond2 & Margins
From
Steven Archambault <[email protected]>
To
[email protected], ">" <[email protected]>
Subject
st: xtabond2 & Margins
Date
Sat, 1 Feb 2014 23:02:33 -0700
Hi all,
I am wondering if there is any experience using margins following
xtabond2 (where ln is a natural log).
I have: xtabond2 lnenergycap l(1/2).lnenergycap lngdpcap , ///
gmm(l(1).lnenergycap , laglimits(1 12) collapse ) ///
gmm(lngdpcap, laglimits(2 12) collapse) ///
iv(l(2).lnenergycap) ///
robust twostep small ar(2)-
If I use -margins, dydx(*) atmeans nose-, the results are just
spitting me back the coefficients. How do I ensure the results take
into account the lagged dependent variables on the right hand side?
Is this possible? Any advice would be GREATLY appreciated.
Thanks,
Steve
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