Hello. How may I test the marginal effects of my variables when there is a continuous-factor-interaction in my fixed effects model? I tried various commands (namely margins, lincom and contrast), but havn't found any hint on this issue.


Code:
* load data
use http://www.stata-press.com/data/r13/nlswork
describe

* set panel structure
xtset idcode year

* fixed effects regression, with interaction of continuous and factor variable
xtreg ln_wage c.wks_ue##i.occ_code, fe

* investigate marginal effects of weeks worked last year

// only factor variables are allowed
margins wks_ue

// only for continuous interaction
lincom c.wks_ue + i.occ_code

// only for factor variables
contrast occ_code, nowald effects