st: marginal effect after two-stage multinomial logit

[xueliansharon <xuelianstata@gmail.com>]

Dear all,

I want to estimate a following two-stage multinomial logit model (the
dependent variable has 3 categories) with an endogenous variable, and get
the marginal effects. However, the following program doesn't work. I always
get some error message as "insufficient observations to compute bootstrap
standard errors
no results will be saved ".

Could you please check the problems for me ? Thank you very much!

The following is my program:

webuse sysdsn1, clear
program myprog
version 11.1

//stage 1
regress ppd  male nonwhite i.site age
predict double ppdhat, xb

//stage 2
quietly mlogit insure male nonwhite i.site ppdhat
margins, dydx(*) predict(outcome(1))
margins, dydx(*) predict(outcome(2))
margins, dydx(*) predict(outcome(3))

end

bs, reps(1000) seed(1014): myprog


Sharon

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