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Re: st: Margins for interactions terms


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Margins for interactions terms
Date   Mon, 09 Dec 2013 16:19:10 -0500

At 02:43 PM 12/9/2013, Nick Cox wrote:
You asked a similar question before.

http://www.stata.com/statalist/archive/2013-12/msg00300.html

-reg2hdfe- is a user-written program from SSC, as you are asked to
explain. Evidently the author is not an active member of Statalist;
many users, naturally, are not.

Adding code to return e(sample) is documented at -help ereturn-. You
would need to clone the program, find the appropriate place to add
code and take responsibility for what happens. Alternatively, try
emailing the author directly.

Without even looking at the code I bet it is even more complicated than that. The program was written for Stata 9.1 which is pre-factor variable notation. So, my guess is that margins is not going to handle the interaction term correctly.


Nick
njcoxstata@gmail.com


On 9 December 2013 16:45, emanuele mazzini <madsoenistata@gmail.com> wrote:
> Dear all,
>
> I am estimating a gravity model with exporter-year and importer-year
> FE with an interaction term  and the reg2hdfe command, as follows:
>
>
> reg2hdfe ln(trade_flow) ln(gdp_o) ln(gdp_d) ln(distance) x1 x2 x1*x2,
> id1(it) id2(it)
>
> where it and jt are defined as:
>
> egen it = group (iso_o year)
> egen jt = group (iso_d year)
>
> After I obtain the estimation results, I try to run the margins
> command as to obtain the marginal effect of x1 on the dependent
> variable lx and draw a marginsplot.
>
> Unfortunately, when I run -margins- Stata returns me the following error:
>
> e(sample) does not identify the estimation sample.
>
> which seems a bit strange to me, because -ereturn list- gives me the e(N)
> function.
>
> Anyone knows how to add the e(sample) to the list of functions that
> -reg2hdfe- returns?
>
> Thank you in advance,
>
> Regards,
>
> Emanuele.
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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