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st: Estimating marginal effect of cross term
From
"Asif R. Anik" <[email protected]>
To
[email protected]
Subject
st: Estimating marginal effect of cross term
Date
Wed, 30 Mar 2011 11:35:15 -0700 (PDT)
Dear Stata users,
I am trying to estimate a 2SLS model in Stata with ivreg2 command. The syntax is
as follows:
ivreg2 y x1 x2 x3 (x4=x5 x6)
here, x2 is the cross term of x1 and x2.
What should be the syntax to get the predicted value of the dependent variable
in the first stage regression? In this case, the predicted value of x4.
Now I am interested to calculate the marginal impact of x1 and x4. How to
estimate the marginal impacts of variables that are part of cross-terms?
Regards
Anik
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