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RE: st: why Margins gives "not estimable" ?


From   Austin Black <deussabaoth@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: why Margins gives "not estimable" ?
Date   Mon, 13 Feb 2012 04:53:31 -0600

Probably defective. Sometimes works and sometimes doesnt.


 

> From: cariboupad@gmx.fr
> Date: Sat, 11 Feb 2012 16:06:49 +0100
> Subject: st: why Margins gives "not estimable" ?
> To: statalist@hsphsun2.harvard.edu
> 
> Dear Statalist,
> 
> I have a simple, yet puzzling question (at least for me) about -margins.
> 
> I run a fixed effect regression and I would like to understand the
> effect of a dummy variable (DUM) interacted with a categorical
> variable (CAT)
> CAT can take 5 values (1, 2, 3, 4 and 5) lets say.
> 
> When I run
> 
> -xtreg Y 1b.CAT##DUM, vce(cluster id)
> 
> I get the results
> and if I type
> 
> -margins CAT, dydx(DUM)
> I get by how much I increase the predicted values of the output Y when
> DUM=1 and according to the values of CAT.
> So far, so good.
> 
> However, if in the original regression I include another categorical
> variable : CAT2 (7 possible values)
> 
> -xtreg Y 1b.CAT##DUM i.CAT2, vce(cluster id)
> 
> then
> -margins CAT, dydx(DUM)
> or
> -margins CAT, dydx(DUM) at(CAT2="a particular value of CAT2)
> or even -margins CAT, dydx(DUM) over(CAT2)
> 
> they all return "not estimable"...
> 
> Do you have an idea ? I am probably missing some important option or
> syntax in the margins command ?
> 
> Many thanks
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