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st: RE: marginal effects in xtivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: marginal effects in xtivreg2
Date   Wed, 14 Jun 2006 23:06:19 +0100

Andrew,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> andrew@brandeis.edu
> Sent: 14 June 2006 18:19
> To: statalist@hsphsun2.harvard.edu
> Subject: st: marginal effects in xtivreg2
> 
> 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

The problem arises because when I wrote xtivreg2, I didn't write the
code for full support of predict following estimation.  mfx probably
needs xb, and only the e option is supported at the moment.

I'll put it on my to-do list, but I can't promise when I'll be able to
around to fixing this ... I'm chasing (and being chased by!) too many
other things at the moment.

Cheers,
Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes


> 
> Any thoughts would be appreciated.
> 
> Best,
> 
> Andrew Ryan
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