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st: marginal effects in xtivreg2


From   [email protected]
To   [email protected]
Subject   st: marginal effects in xtivreg2
Date   Wed, 14 Jun 2006 13:18:49 -0400

Hi,

I am estimating a fixed effects models with an endogenous covariate using the
following command:

webuse grunfeld
xtivreg2 invest mvalue (kstock=l3.invest l2.invest), fe

After estimation, I have tried to compute marginal effects:

mfx compute, eyex

I then get the error message:

variable __000001 not found

However, I am able to estimate the marginal effects from the exact model using
xtivreg.

The error message "variable __000001 not found" appeared in the Statalist
archive in the context of the madfuller command:
http://www.stata.com/statalist/archive/2005-04/msg00589.html

Any thoughts would be appreciated.

Best,

Andrew Ryan
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