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  • How to get the standard errors for marginal effects that is calculated based on estimated coefficients and a spatial matrix?

    I am calculated the long-run and short-run marginal effects of a variable in a spatial dynamic panel model, using the estimated coefficients and a spatial matrix. I need to get the standard errors of these effects. Is anyone know how to do that with Stata? I tried with nlcom but this command does not allow calculation that involve matrix. Is anyone know any other way to get these standard errors?
    Thank you.

  • #2
    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    Without even knowing how you estimated the model, it is hard to see how anyone can help you. I don't work on spatial models, but I'd check what Stata 15 provides for spatial - if you can estimate the model using a standard Stata procedures, margins usually works.

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