How to obtain aggreate result using lincom command from seperated margins command

[Panyapon Pongtipan]

Dear Everyone

I am trying to replicate do file from the nonlinear difference-in-differences paper (2022) purpose by Prof. Wooldridge.

I am struggling to use command "lincom" after the margins command since the lincom command does not provide standard error in this case.

For example

margins, dydx(w) at(d4 = 1 d5 = 0 d6 = 0 f02 = 0 f03 = 0 f04 = 1 f05 = 0 f06 = 0) ///
subpop(if d4 == 1) noestimcheck vce(uncond) post
scalar tau44 = _b[1.w]
di tau44
estimates restore beta
.
.
.

margins, dydx(w) at(d4 = 0 d5 = 0 d6 = 1 f02 = 0 f03 = 0 f04 = 0 f05 = 0 f06 = 1) ///
subpop(if d6 == 1) noestimcheck vce(uncond) post
scalar tau66 = _b[1.w]
di tau66

scalar tauavg = (tau44 + tau45 + tau46 + tau55 + tau56 + tau66)/6
di tauavg

How can I use lincom command to aggregate "tauavg" and also get a standard error including its z score and intervals. I am only be able to get the just scalar result.
In the past, I only use lincom but just after one margins command, not the sequence command.

Any suggestion or sample will be greatly appreciated.

Thank You.

Panyapon P.

[FernandoRios]

Is this a balanced panel? And using linear regression?

[Panyapon Pongtipan]

To Fernando Rios-Avila

Unfortunately, it is unbalanced panel and nonlinear (count outcome), that reason why I try to implement Prof. Wooldridge method.
I have tried "jwdid" you provided, and I am very appreacited. However, It fails many times to converg even the linear one.
Possibly, maybe my data set is long T.

Any idea to recommended?

Thanks

PS, I found your easter egg (a bit late). Congratulation...;-)

[FernandoRios]

Thank you!
and do you have controls? Or just without them?
I think you can still use jwdid but slightly modified

[Panyapon Pongtipan]

I do have contols, just 3 variables, all of them are time-invariant.

I will send the email to you.

Thanks again.