Estimating margins after running a dynamic probit model

[Sugandha Huria]

Hi,

I am trying to estimate the margins after running the following model:
"probit servprod_dummy_corrected l.servprod_dummy_corrected l.tfp1 l.age l.size1 l.age_sq i.yr i.yr#i.nic08_2d, vce (robust)"

However, every time, I type the command "margins i.yr i.yr#i.nic08_2d", Stata shows the following error:
"default prediction is a function of possibly stochastic quantities other than e(b)"

Could you please help me in rectifying the error? I shall be highly obliged.

Thank you so much.

[Richard Williams]

What version of Stata are you running?

[Sugandha Huria]

Stata 14.2

[Richard Williams]

I just ran this simple model in Stata 15.1. It ran fine:

use https://www3.nd.edu/~rwilliam/statafiles/teenpovxt, clear
probit pov l.pov i.black
margins black

But, when I ran the same code in 14,2, I got the same error you did.

So, one solution would be to upgrade Stata. But, I got this to run in 14.2:

use https://www3.nd.edu/~rwilliam/statafiles/teenpovxt, clear
glm pov l.pov i.black, link(probit) family(binomial)
margins black

Perhaps there is some other fix in 14.2, but I don't know what it is.

[Sugandha Huria]

Ok, thank you so much.