Hi, I am running a FE Panel regression. My code looks as follows. I would like to know how I can run marginsplot to graph the interaction between Crisis and the quadratic variable GeoSegLag1Sqd. Thank you so much.
xtreg ROS_NI_win05 LnRev TDTE c.GeoSegLag1##i.Crisis c.GeoSegLag1Sqd##i.Crisis i.Year if Year !=8 & Year !
> =9, fe
note: 19.Year omitted because of collinearity
Fixed-effects (within) regression Number of obs = 3,606
Group variable: Company Number of groups = 481
R-sq: Obs per group:
within = 0.0931 min = 1
between = 0.1441 avg = 7.5
overall = 0.0994 max = 17
F(22,3103) = 14.48
corr(u_i, Xb) = -0.1214 Prob > F = 0.0000
----------------------------------------------------------------------------------------
ROS_NI_win05 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------------------+----------------------------------------------------------------
LnRev | .0633686 .0055241 11.47 0.000 .0525373 .0741999
TDTE | -.0000258 6.04e-06 -4.27 0.000 -.0000376 -.000014
GeoSegLag1 | .0632204 .0640665 0.99 0.324 -.0623966 .1888375
1.Crisis | -.0336558 .0336082 -1.00 0.317 -.0995523 .0322408
|
Crisis#c.GeoSegLag1 |
1 | -.1149112 .0664864 -1.73 0.084 -.245273 .0154506
|
GeoSegLag1Sqd | -.0834435 .0411033 -2.03 0.042 -.1640359 -.002851
|
Crisis#c.GeoSegLag1Sqd |
1 | .0761059 .0440249 1.73 0.084 -.0102149 .1624267
|
Year |
2 | -.0061536 .0670958 -0.09 0.927 -.1377102 .1254031
3 | .040696 .0318427 1.28 0.201 -.0217389 .1031309
4 | .0674057 .0304286 2.22 0.027 .0077435 .127068
5 | .0566512 .0303746 1.87 0.062 -.0029052 .1162076
6 | .06247 .0301485 2.07 0.038 .0033569 .121583
7 | .1562648 .021781 7.17 0.000 .1135582 .1989714
10 | .116791 .0203401 5.74 0.000 .0769097 .1566723
11 | .104613 .0201204 5.20 0.000 .0651623 .1440637
12 | .0848195 .0198493 4.27 0.000 .0459005 .1237386
13 | .0787627 .0198663 3.96 0.000 .0398103 .1177151
14 | .0439599 .0193564 2.27 0.023 .0060073 .0819124
15 | .0128736 .0192094 0.67 0.503 -.0247908 .050538
16 | -.0005675 .0187859 -0.03 0.976 -.0374015 .0362666
17 | .0041892 .0185708 0.23 0.822 -.032223 .0406014
18 | .0114753 .0182558 0.63 0.530 -.0243195 .04727
19 | 0 (omitted)
|
_cons | -.1962245 .0348483 -5.63 0.000 -.2645526 -.1278963
-----------------------+----------------------------------------------------------------
sigma_u | .25069615
sigma_e | .22260268
rho | .55914835 (fraction of variance due to u_i)
----------------------------------------------------------------------------------------
F test that all u_i=0: F(480, 3103) = 6.33 Prob > F = 0.0000
GeoSegLag1Sqd
Related Posts with Margins command for FE Panel Data with interaction between a quadratic variable and a factor variable
How to explain the meaning of the coefficient of interest of Difference-in-Differences?Considering a Difference-in-Differences (DiD) equation with a dummy variable: yi=α+βDi+Xit+εi. W…
Lincom - interactions post estimationHi all, My dependent variables are binary variables. I have two types of programs (Program A, Progr…
Man whitney u testI want to measure the IQ score by gender (male, female) and by age group (young, adult) the ranksum …
How to read non-collinear factor variables into mataI want to read factor variables into mata and omit the base level from the resulting matrix. The cod…
2SLS when the first stage is probit model for panel data!Dear statalists, I am very new to STATA and trying to use 2SLS when the IV is a binary variable. I h…
Subscribe to:
Post Comments (Atom)
0 Response to Margins command for FE Panel Data with interaction between a quadratic variable and a factor variable
Post a Comment