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st: Re: plotting marginal effect for xtreg interaction terms


From   lreine ycenna <lreine.ycenna@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: plotting marginal effect for xtreg interaction terms
Date   Wed, 19 Oct 2011 13:02:59 +0100

I'm guessing that it has something to do with the small data size -
only 6 years.

On 19 October 2011 12:54, lreine ycenna <lreine.ycenna@gmail.com> wrote:
> hello,
> I seem to have made an error somewhere in my command, but I don't know where.
> (1) stata returns an error message after the first line of my command
> is entered (xtreg Y A B AxB, fe)- independent variables are collinear
> with the panel variable cn r(198);
>
> (2) I'm not sure whether I can plot the marginal effect for xtreg.
> Correct me if im wrong.
>
>
>
> My equation is -xtreg Y A B AXB, fe -.
> I'm interested to know how B will change with respect to an increase in A.
>
> Here's my command:
>
> xtreg Y A B AxB, fe
>
> generate income=((_n-1)/10)
>
> matrix b=e(b)
> matrix V=e(V)
> scalar b1=b[1,1]
> scalar b2=b[1,2]
> scalar b3=b[1,3]
> scalar varb1=V[1,1]
> scalar varb2=V[2,2]
> scalar varb3=V[3,3]
> scalar covb1b3=V[1,3]
> scalar covb2b3=V[2,3]
>
> scalar list b1 b2 b3 varb1 varb2 varb3 covb1b3 covb2b3
>
> gen lab=b1+b3*income
> gen conse=sqrt(varb1+varb3*(income^2)+2*covb1b3*income)
> gen a=1.96*conse
> gen upper=conb+a
> gen lower=conb-a
> graph twoway  (line lab income, clwidth(medium) clcolor(blue) clcolor(black))
>
> Thanks.
>

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