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st: Marginsplot of endogenous interaction in 2sls model

From   John Antonakis <>
Subject   st: Marginsplot of endogenous interaction in 2sls model
Date   Mon, 04 Mar 2013 22:50:42 +0100


Suppose I estimate for endogenous regressors x1 x2 and their interaction x1x2 the following:

ivregress 2sls y (x1 x2 x1x2 = p1 p2 p3)

How could I do a margins plot on this?

I tried:

margins, at(x1 = (0 10) x2 = (1 10) x1x2 (0 100)

But I got four parallel lines.

I also tried to go the factor-variable route:

ivregress 2sls y (c.x1##c.x2 = p1 p2 p3)

But Stata doesn't like endogenous interactions made by factor variables.



John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

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