Dear Statalist users,
I need to estimate the mean value (and the standard error) of the linear combination of parameters when the predictors are categorical.
Here is my model:
reg y i.x1 x1#x2, ro
where y is a continuous variable (monthly earnings of individual i), x1 is a field of professional training followed by individual i (computer, English, finance...), x2 is the firm in which individual i has followed her professional training.
I want to estimate, for each x1 separately, its marginal effect (and the corresponding standard errors) on y, thus considering every firm-specific effects.
Since "lincom" cannot be combined with "bysort", and given the categorical nature of my explanatory variables, I'm a bit lost.
How to proceed?
Thanks in advance for your help!
Martin
I need to estimate the mean value (and the standard error) of the linear combination of parameters when the predictors are categorical.
Here is my model:
reg y i.x1 x1#x2, ro
where y is a continuous variable (monthly earnings of individual i), x1 is a field of professional training followed by individual i (computer, English, finance...), x2 is the firm in which individual i has followed her professional training.
I want to estimate, for each x1 separately, its marginal effect (and the corresponding standard errors) on y, thus considering every firm-specific effects.
Since "lincom" cannot be combined with "bysort", and given the categorical nature of my explanatory variables, I'm a bit lost.
How to proceed?
Thanks in advance for your help!
Martin
Comment