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st: xtabond2 & Margins


From   Steven Archambault <archstevej@gmail.com>
To   statalist@hsphsun2.harvard.edu, ">" <m.e.schaffer@hw.ac.uk>
Subject   st: xtabond2 & Margins
Date   Sat, 1 Feb 2014 23:02:33 -0700

Hi all,

I am wondering if there is any experience using margins following
xtabond2 (where ln is a natural log).

I have:  xtabond2 lnenergycap  l(1/2).lnenergycap lngdpcap ,  ///
 gmm(l(1).lnenergycap , laglimits(1 12) collapse ) ///
  gmm(lngdpcap, laglimits(2 12) collapse) ///
 iv(l(2).lnenergycap) ///
 robust  twostep small  ar(2)-

If I use -margins, dydx(*) atmeans nose-, the results are just
spitting me back the coefficients. How do I ensure the results take
into account the lagged dependent variables on the right hand side?

Is this possible? Any advice would be GREATLY appreciated.

Thanks,
Steve
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