how to calculate the Marginal Effects after xtreg command

[Vina Javed Khan]

Hi

I am new to use STATA for analysis and struggling to estimate marginal effects. I am examining the effect of ESG(esg_score_w) and its individual pillars E (e_score_w) and S (s_score_w) on firm risk (TRg_w). i want to know whilch of E and S is driving the results of ESG and firm risk. For this i run the following command for ESG, E and S with firm risk,

xtreg TRg_w esg_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)
xtreg TRg_w e_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)
xtreg TRg_w e_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)

if i run mfx command after every xtreg command, i obtained the same coefficients as marginal effects. Kindly guide me in this issue.

[Fei Wang]

Vina, it's not a problem. You are running linear regressions and the original coefficients themselves are marginal effects (if there aren't high order terms or interactions).

[Vina Javed Khan]

Thank you Fei Wang for your answer.