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st: re: PRoblem with Margins


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: re: PRoblem with Margins
Date   Mon, 2 May 2011 23:48:01 -0400

<>
I'm trying to use the margins command. I have NO problem when my FE Panel is run without a lagged dependant variable. However, when I introduce my lagged dependant variable and do the same margins command , I get "default prediction is a function of possibly stochastic quantities other than e(b)"
What am I doing wrong?


For one thing, using the FE estimator in a dynamic panel does not make much sense due to Nickell bias. If you're trying to estimate a dynamic panel model, use xtabond or Roodman's xtabond2 from SSC.

Kit
 
Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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