Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 73278

Margins command produces same marginal effects for evaluation at different values (interaction term of continuous and categorical variable)

$
0
0
Dear all,

I am currently performing an FE estimation with an interaction term of a continuous and a categorical variable. After that, I try to evaluate the marginal effects of the categorical variable (AVEMAG) at different levels of the continuous variable (logaidpc). However, the output of the respective margins command provides a constant marginal effect for all values of the continuous vairable. This constant effect is actually the coefficient on the AVEMAG variable without the interaction term in the regression. I am sure I overlooked some small mistake and would be grateful for any help!

Many thanks in advance,
Sarah

xtreg logflows logaidpc logaffectedaidpc logtotalaffected logavemagaidpc AVEMAG $logcontrols i.year, fe cluster(numcode)

margins, dydx(AVEMAG) at(logaidpc=(0, 1.2, 1.3, 2, 5))

Average marginal effects Number of obs = 1495
Model VCE : Robust

Expression : Linear prediction, predict()
dy/dx w.r.t. : AVEMAG

1._at : logaidpc = 0

2._at : logaidpc = 1.2

3._at : logaidpc = 1.3

4._at : logaidpc = 2

5._at : logaidpc = 5

------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
AVEMAG |
_at |
1 | 1.338825 .4765575 2.81 0.005 .4047899 2.272861
2 | 1.338825 .4765575 2.81 0.005 .4047899 2.272861
3 | 1.338825 .4765575 2.81 0.005 .4047899 2.272861
4 | 1.338825 .4765575 2.81 0.005 .4047899 2.272861
5 | 1.338825 .4765575 2.81 0.005 .4047899 2.272861
------------------------------------------------------------------------------

Viewing all articles
Browse latest Browse all 73278

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>