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st: Margins + Marginsplot + xtreg (Not Estimable)

From   John Litfiba <>
Subject   st: Margins + Marginsplot + xtreg (Not Estimable)
Date   Tue, 24 Jan 2012 16:06:50 +0100

Dear Statalist,

I am struggling with the margins stata function.

I run a fixed effect estimation on a panel dataset using xtreg
clustered by individuals in my sample.

In the equation I specify an interaction term as : VAR#BIN
where VAR is a dummy variable that indicates treatment or not
and BIN is a categorical variable (4 values : 1 2 3 4) that cut the
variable Volatility in 4 non overlapping bins according to the
percentiles: for example BIN=2 corresponds to values of volatility
between the 25th and the 50th percentile, BIN=3 for vol between the
50th and 75th percentile, etc

I would like to graph this categorical by categorical interaction
(with confidence intervals) with marginsplot, but the margins commands
doesnt work

margins, dydx(trader) at(vol_cat=(1 2 3 4)) vsquish

return not estimable for each value...

However when I do not use bins, but only the interaction
VAR*c.volatility everything works fine...

What is wrong there ?
Many thanks
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