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st: re: PRoblem with Margins

From   Christopher Baum <>
To   "" <>
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 Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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