I am running an ivreghdfe regression with partial out. However, when I try to compute marginal effects and use them for marginsplot, I get the error:
I found this stata blogpost https://www.stata.com/support/faqs/s...on-unsuitable/ where it says that It is possible to obtain a marginal effect after clogit by using the predict() option pu0 . I use ivreghdfe but it is not clear to me how to use it.
I had found a nice advise by Richard Williams in this forum, I am affraid that I am not able to locate it back.
The code I am running is
I have a small syntalx error here, having not included the istruments (=) due too propertrary data. The error is the still the same on the margins without this small omission
Data sample
I would apprecaite any help you could provide.
Code:
Warning: cannot perform check for estimable functions. default predict option not appropriate with margins
I had found a nice advise by Richard Williams in this forum, I am affraid that I am not able to locate it back.
The code I am running is
Code:
xtset id ts
ivreghdfe gdp cpi u industry ka gw dummy i.ts c.indicator1##c.indicator1 , absorb(id) dkraay(1) partial(i.ts)
// get the x where the minimum occurs
local x = - _b[indicator1]/(2*_b[c.indicator1#c.indicator1])
// get the y for that minimim
margins, at(indicator1 = `x' cpi=4 u=8 ka=0.9 dummy=0)
// the predictions are stored in the matrix r(b)
// el(r(b),1,1) extracts the cell 1,1 from the matrix r(b)
local y = el(r(b),1,1)
// to display those values we don't want all the decimal places
// : display allows you to control how a number is displayed
// it adds some spaces before the number, which strtrim() removes
local ylab : display %9.0fc `y'
local ylab = strtrim("`ylab'")
local xlab : display %9.0fc `x'
local xlab = strtrim("`xlab'")
// prepare for our plot
margins, at(indicator1=(-5(10)29) cpi=4 u=8 ka=0.9 dummy=0)
// with scatteri we can add a point and a label to our graph
marginsplot, noci plotopts(msymbol(i)) legend(off) ///
addplot(scatteri `y' `x' (12) "(`xlab'; `ylab')") ///
ylab(,format(%9.0fc) angle(0)) ytitle("predicted price")
I have a small syntalx error here, having not included the istruments (=) due too propertrary data. The error is the still the same on the margins without this small omission
Data sample
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(id ts indicator1 gdp cpi u industry ka gw dummy gdp_hp gdp_trend gdp_gain gdp_fre) 1 1981 20.613514 4.540717e+11 9.487666 5.78 43.42793 .41687185 .20370182 0 24607873024 4.294638e+11 .49240965 .15707964 1 1982 20.613514 4.691852e+11 11.35182 7.16 43.09072 .41687185 -.15889087 0 20692293632 4.484929e+11 .9387667 .3141593 1 1983 6.500914 4.587671e+11 10.03891 9.96 41.44292 .41687185 .027918227 1 -8770313216 4.675374e+11 .9870179 .4712389 1 1984 3.3282194 4.797846e+11 3.960396 8.99 44.21151 .47684005 1.4786447 1 -6840991232 4.866255e+11 .9957345 .6283185 1 1985 5.8 5.0497e+11 6.734694 8.26 46.74982 .8200954 -.4968416 0 -810234688 5.057802e+11 .9981819 .7853982 1 1986 5.8 5.253583e+11 9.05035 8.08 46.31632 .8800636 -.23686917 0 338305568 5.2502e+11 .9990813 .9424778 1 1987 6.556594 5.387611e+11 8.533022 8.11 49.62373 .9400318 .18794964 1 -5601797632 5.443629e+11 .9994762 1.0995574 1 1988 7.5 569704251392 7.21594 7.23 53.17501 1 .4695499 0 5877027840 563827245056 .9996728 1.256637 1 1989 7.5 5.917015e+11 7.533903 6.18 54.96535 1 .03558734 0 8273810944 5.834277e+11 .9997805 1.4137167 1 1990 10.999176 612831133696 7.333022 6.93 56.63783 1 .06843487 1 9648447488 603182661632 .9998438 1.5707964 1 1991 12.2 6.103932e+11 3.176675 9.58 56.07949 1 1.616588 0 -12722698240 6.231159e+11 .9998832 1.727876 1 1992 12.2 6.129091e+11 1.0122311 10.73 56.31247 1 1.9267 0 -30347796480 643256942592 .9999088 1.8849556 1 1993 17.553352 6.376088e+11 1.7536534 10.87 58.00952 1 -.55177194 1 -26018656256 6.636274e+11 .9999261 2.0420353 1 1994 19.11 6.630105e+11 1.9696348 9.72 60.82281 1 .007553967 0 -21219708928 6.842302e+11 .999938 2.1991148 1 1995 19.11 6.884552e+11 4.6277666 8.47 62.44015 1 -.5324481 0 -16596442112 7.050516e+11 .9999464 2.3561945 1 1996 15.414823 7.151575e+11 2.6153846 8.51 64.93562 .9400318 .980418 1 -10907398144 7.260649e+11 .9999523 2.513274 1 1997 14.538 7.435245e+11 .22488755 8.36 65.80802 .8800636 10.272155 0 -3708353024 7.472328e+11 .9999563 2.670354 1 1998 17.287497 7.775533e+11 .8601346 7.68 67.9767 .8200954 -.7689896 1 9041863680 7.685114e+11 .9999589 2.827433 1 1999 28.634005 8.170032e+11 1.4831294 6.87 68.75488 .7601272 -.3804706 0 27148789760 7.898544e+11 .9999605 2.984513 1 2000 28.634 8.491371e+11 4.457435 6.28 72.54832 .700159 -.6822261 0 37915975680 8.112211e+11 .999961 3.141593 2 1981 2 2.080323e+11 6.803042 2.06 36.20454 .700159 -.200444 0 7238820352 200793473024 .49240965 .15707964 2 1982 2 212216348672 5.436031 3.35 35.98919 .700159 .20921445 0 5037281280 207179071488 .9387667 .3141593 2 1983 1.0946958 218525728768 3.3391645 4.11 36.29808 .700159 .5968089 1 4956550656 2.135692e+11 .9870179 .4712389 2 1984 .5089108 2.186378e+11 5.663186 3.8 38.19626 .700159 -.44796655 0 -1333707008 2.199715e+11 .9957345 .6283185 2 1985 .5089108 224100843520 3.189517 3.6 39.99393 .700159 .823105 0 -2295917312 226396766208 .9981819 .7853982 2 1986 .561659 2.292583e+11 1.7054446 3.12 40.40985 .700159 1.638252 0 -3596658944 232854945792 .9990813 .9424778 2 1987 12.24376 2.323697e+11 1.4019527 3.79 40.80097 .700159 .50470144 0 -6984823808 239354527744 .9994762 1.0995574 2 1988 12.920382 2.400283e+11 1.915717 3.55 42.56515 .700159 -.23894365 0 -5873449984 245901770752 .9996728 1.256637 2 1989 12.920382 2.493584e+11 2.5683484 3.14 45.09982 .700159 -.26313263 0 -3140161536 252498558976 .9997805 1.4137167 2 1990 12.619598 260194631680 3.261872 3.25 48.31841 .700159 -.008617969 1 1051509312 2.591431e+11 .9998438 1.5707964 2 1991 5.1 269149552640 3.337427 3.42 49.15068 .7601272 .012651701 0 3317850112 2.658317e+11 .9998832 1.727876 2 1992 5.1 274784272384 4.020848 3.59 48.56378 .8200954 -.10854957 0 2223056640 2.725612e+11 .9999088 1.8849556 2 1993 5.1 276231847936 3.631785 4.25 47.7724 .8800636 .03468369 0 -3.0988e+09 279330652160 .9999261 2.0420353 2 1994 5.248024 282867269632 2.9534094 3.54 49.68189 .9400318 .26526877 1 -3273104640 286140366848 .999938 2.1991148 2 1995 7.179246 290414133248 2.2433662 4.35 52.20742 1 .7674453 1 -2.5747e+09 292988846080 .9999464 2.3561945 2 1996 17.413164 2.972375e+11 1.8609712 5.28 52.7208 1 .16558754 0 -2634905344 299872419840 .9999523 2.513274 2 1997 17.166555 303460483072 1.3059785 5.15 56.07532 1 .13704391 0 -3325427456 3.067859e+11 .9999563 2.670354 2 1998 17.155384 314328678400 .9224672 5.52 60.6142 1 .4728145 0 606228928 313722437632 .9999589 2.827433 2 1999 13.81384 325507252224 .56899375 4.7 64.24256 1 .5897323 1 4834159616 3.206731e+11 .9999605 2.984513 2 2000 3.427717 3.364955e+11 2.344863 4.69 70.08217 1 -.7848026 0 8.8662e+09 327629275136 .999961 3.141593 3 1981 1.6382614 1.4984657e+12 13.314405 7.54 79.29216 .41687185 -.9999912 1 27841386496 1.4706243e+12 .49240965 .15707964 3 1982 -4.953055 1.5360083e+12 11.978472 8.2 78.65401 .16434518 .0278443 0 24426692608 1.5115815e+12 .9387667 .3141593 3 1983 -4.953055 1.555068e+12 9.459548 7.92 78.70774 .41687185 .17290956 0 2511742976 1.5525562e+12 .9870179 .4712389 3 1984 -4.7091045 1.5786074e+12 7.673803 9.53 80.06466 .41687185 .13435355 0 -14973496320 1.593581e+12 .9957345 .6283185 3 1985 -4.4 1.604225e+12 5.8311 10.26 80.26139 .41687185 .34410325 0 -30465157120 1.63469e+12 .9981819 .7853982 3 1986 17.15525 1.64172e+12 2.538526 10.23 82.29907 .41687185 305361.44 1 -34188257280 1.6759082e+12 .9990813 .9424778 3 1987 23.033955 1.6837792e+12 3.288898 10.74 83.73698 .41687185 -.09669671 0 -33462192128 1.7172414e+12 .9994762 1.0995574 3 1988 9.400383 1.7636432e+12 2.700815 10.18 86.72044 .41687185 .26424965 1 4969083392 1.758674e+12 .9996728 1.256637 3 1989 1.6 1.8402534e+12 3.498302 9.62 89.72697 .41687185 -.2393705 0 40083447808 1.80017e+12 .9997805 1.4137167 3 1990 1.6 1.894061e+12 3.1942835 9.36 91.03416 .47684005 -.08574203 0 52365762560 1.8416954e+12 .9998438 1.5707964 3 1991 1.6 1.9139143e+12 3.213407 9.13 90.95167 .53680825 -.999992 0 30671927296 1.8832424e+12 .9998832 1.727876 3 1992 1.6 1.9445244e+12 2.3637605 10.21 90.21667 .5967765 .4548 0 1.96893e+10 1.924835e+12 .9999088 1.8849556 3 1993 6.996447 1.9323e+12 2.1044629 11.32 86.85 .9400318 .022043044 1 -34217535488 1.9665174e+12 .9999261 2.0420353 3 1994 8.69136 1.97787e+12 1.6555153 12.59 90.03333 1 .2997584 0 -30475014144 2.008345e+12 .999938 2.1991148 3 1995 8.69136 2.0195377e+12 1.7964814 11.84 92.69833 1 .05559472 0 -30814965760 2.0503527e+12 .9999464 2.3561945 3 1996 8.69136 2.0480737e+12 1.9828837 12.37 93.46 1 118525.52 0 -44482052096 2.0925557e+12 .9999523 2.513274 3 1997 5.041234 2.095923e+12 1.203943 12.57 97.54333 1 .4296218 1 -39027585024 2.1349504e+12 .9999563 2.670354 3 1998 2.364474 2.1711383e+12 .6511269 12.07 101.5933 1 .8784832 0 -6366802432 2.177505e+12 .9999589 2.827433 3 1999 2.364474 2.245421e+12 .5371416 11.98 104.295 1 .1964599 0 2.52569e+10 2.220164e+12 .9999605 2.984513 3 2000 2.364474 2.3335238e+12 1.67596 10.22 108.6008 1 -.9999971 0 70656811008 2.262867e+12 .999961 3.141593 4 1981 18.6 1.2182697e+12 11.876627 10.4 77.52663 .8800636 .3102416 0 8643661824 1.209626e+12 .49240965 .15707964 4 1982 18.6 1.2425728e+12 8.598864 10.9 77.7118 .9400318 .230822 0 -10718431232 1.2532912e+12 .9387667 .3141593 4 1983 18.766483 1.2950324e+12 4.6093035 11.09 79.73109 1 .6651978 1 -1929432320 1.2969618e+12 .9870179 .4712389 4 1984 18.9 1.324418e+12 4.960711 10.9 80.24253 1 -.12341004 0 -16218454016 1.3406365e+12 .9957345 .6283185 4 1985 18.9 1.3793472e+12 6.071394 11.49 84.36929 1 -.16183244 0 -4965636608 1.384313e+12 .9981819 .7853982 4 1986 18.9 1.4228014e+12 3.4276094 11.51 86.21222 1 1.1283993 0 -5176743424 1.427978e+12 .9990813 .9424778 4 1987 17.745354 1.4995292e+12 4.1489224 11.02 89.77464 1 -.015180643 1 27912605696 1.4716166e+12 .9994762 1.0995574 4 1988 16.809 1.5854885e+12 4.1553516 9.01 94.41283 1 .18605655 0 70279110656 1.5152094e+12 .9996728 1.256637 4 1989 16.809 1.626356e+12 5.760249 7.41 96.38803 1 -.27347788 0 67601256448 1.5587548e+12 .9997805 1.4137167 4 1990 16.809 1.6382895e+12 8.063461 6.97 96.41448 1 83413.91 0 35994152960 1.6022953e+12 .9998438 1.5707964 4 1991 16.809 1.6202173e+12 7.461783 8.55 93.1948 1 .09337864 0 -25698349056 1.6459157e+12 .9998832 1.727876 4 1992 13.403038 1.6267156e+12 4.5915494 9.78 93.60826 1 .6429237 1 -63007240192 1.689723e+12 .9999088 1.8849556 4 1993 12.1 1.667218e+12 2.558578 10.35 95.62276 1 -.9999845 0 -66589822976 1.733808e+12 .9999261 2.0420353 4 1994 12.1 1.7313395e+12 2.2190125 9.65 100.681 1 123614.65 0 -46883278848 1.7782228e+12 .999938 2.1991148 4 1995 12.1 1.7751713e+12 2.697495 8.69 102.4492 1 -.13095939 0 -47806025728 1.8229773e+12 .9999464 2.3561945 4 1996 12.1 1.8194017e+12 2.851782 8.19 103.8479 1 -.033561174 0 -4.86507e+10 1.8680523e+12 .9999523 2.513274 4 1997 5.227907 1.9099222e+12 2.201143 7.07 106.6101 1 .4296572 1 -3476611584 1.9133988e+12 .9999563 2.670354 4 1998 1.806 1.9807378e+12 1.8205616 6.2 107.4667 1 .27417862 0 2.18006e+10 1.9589372e+12 .9999589 2.827433 4 1999 1.806 2.046007e+12 1.7529508 6.04 108.652 1 .024280345 0 41421279232 2.004586e+12 .9999605 2.984513 4 2000 1.806 2.1177446e+12 1.1829562 5.56 110.4949 1 .3995405 0 67468062720 2.0502766e+12 .999961 3.141593 5 1981 7.720604 6.661146e+12 10.334715 7.6 50.72995 1 .4146612 0 301238255616 6.359908e+12 .49240965 .15707964 5 1982 8.3 6.541054e+12 6.131427 9.7 48.11071 1 .6862257 1 -109358833664 6.650412e+12 .9387667 .3141593 5 1983 8.3 6.840891e+12 3.212435 9.6 49.41756 1 .9804647 0 -100214685696 6.941105e+12 .9870179 .4712389 5 1984 8.3 7.33594e+12 4.3005357 7.5 53.80223 1 -.1878409 1 103833616384 7.232107e+12 .9957345 .6283185 5 1985 16.16676 7.641824e+12 3.545644 7.2 54.46311 1 -.8751099 0 118350176256 7.523474e+12 .9981819 .7853982 5 1986 16.6 7.906433e+12 1.8980477 7 55.01276 1 17.963144 1 91105533952 7.815328e+12 .9990813 .9424778 5 1987 16.6 8.179962e+12 3.664563 6.2 57.87624 1 -.44877 0 72096243712 8.107866e+12 .9994762 1.0995574 5 1988 16.6 8.521643e+12 4.077741 5.5 60.88547 1 -.05447189 1 1.203017e+11 8.401341e+12 .9996728 1.256637 5 1989 14.988736 8.834614e+12 4.827003 5.3 61.43758 1 -.1320547 0 138562060288 8.696052e+12 .9997805 1.4137167 5 1990 14.9 9.001231e+12 5.397956 5.6 62.05701 1 -.08746292 1 8861103104 8.99237e+12 .9998438 1.5707964 5 1991 14.9 8.991487e+12 4.234964 6.8 61.15007 1 .2589748 0 -299270340608 9.290757e+12 .9998832 1.727876 5 1992 14.9 9.308206e+12 3.0288196 7.5 62.92408 1 13.807285 1 -283471970304 9.591678e+12 .9999088 1.8849556 5 1993 .0375137 9.564447e+12 2.951657 6.9 64.99349 1 .04719354 0 -3.309646e+11 9.895411e+12 .9999261 2.0420353 5 1994 -.781 9.949782e+12 2.607442 6.12 68.42391 1 .17382646 1 -252275425280 1.0202058e+13 .999938 2.1991148 5 1995 -.781 1.0216863e+13 2.80542 5.65 71.58787 1 -.032830253 0 -294649462784 1.0511513e+13 .9999464 2.3561945 5 1996 -.781 1.0602295e+13 2.931204 5.45 74.84686 1 -.02388202 1 -221217554432 1.082351e+13 .9999523 2.513274 5 1997 1.3458682 1.1073802e+13 2.3376899 5 80.20259 1 .29131374 0 -63806414848 1.113761e+13 .9999563 2.670354 5 1998 1.463 1.1570064e+13 1.552279 4.51 84.89986 1 .55129653 1 1.168468e+11 1.1453217e+13 .9999589 2.827433 5 1999 1.463 1.2120017e+13 2.1880271 4.22 88.64145 1 -.9274685 0 3.503052e+11 1.1769712e+13 .9999605 2.984513 5 2000 1.463 1.262027e+13 3.376857 3.99 92.05371 1 5.664342 1 5.337286e+11 1.208654e+13 .999961 3.141593 end
I would apprecaite any help you could provide.
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