I am having a macro panel for a larger period of years (1945- 2020) and for large number of countries with the solid macro variables, dummies, categorical variables and some custom quality indicators, expressed in
percentage, which you can see in the
data example below for shorter time length and less countries . According to my model, indicators definitely determine macro variables. My main model is :
ΔY= (a-1) + b1yI,t-1 + b2TytI,-1 +b3T2ytI,-1 +Zi,t + Di,t + e,it,
In sort, I fit a model with polynomial terms, such as
y = a*x^2 + b*x + ...
regress Dgdp2 cpi u industry dummy1 dummy2 dummy3 c.indicator1##c.indicator1, vce(robust)
margins, at(indicator1=(-16(1)48)) plot
nlcom -_b[indicator1]/(2*_b[indicator1#indicator1])
margins, at(indicator1=(-16(1)48)) plot
nlcom -_b[indicator1]/(2*_b[indicator1#indicator1])
However, the -regress- command with -vce(robust)- does not implement a panel estimation. Due to the reason that I cannot run a panel estimation for each id and year combination, each id, or each year xt- estimations are no longer available to my dataset. -regress- just pools observations together, treating them cross-sectional if you run it for
each id or each year when there are sufficient observations. . I tried with other panel commands without success. I am insisting to that because I want to be able to use -margins- to visualize the quadratic relationship (U-shaped curve)
I would appreciate any help you can provide
Thank you in advance
Best.
Mario Ferri!
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(id ts) str97 country float(indicator1 cpi u gdp industry ka gw dummy1 dumm2 dummy3 Dgdp2) 1 1981 "Australia" 20.613514 9.487666 5.78 4.540717e+11 43.42793 .41687185 .20370182 0 0 0 146663.34 1 1982 "Australia" 20.613514 11.35182 7.16 4.691852e+11 43.09072 .41687185 -.15889087 0 0 0 151135.19 1 1983 "Australia" 6.500914 10.03891 9.96 4.587671e+11 41.44292 .41687185 .027918227 1 1 1 -104181.27 1 1984 "Australia" 3.3282194 3.960396 8.99 4.797846e+11 44.21151 .47684005 1.4786447 1 0 0 210174.94 1 1985 "Australia" 5.8 6.734694 8.26 5.0497e+11 46.74982 .8200954 -.4968416 0 0 0 251854.5 1 1986 "Australia" 5.8 9.05035 8.08 5.253583e+11 46.31632 .8800636 -.23686917 0 0 0 203883.16 1 1987 "Australia" 6.556594 8.533022 8.11 5.387611e+11 49.62373 .9400318 .18794964 1 0 0 134028 1 1988 "Australia" 7.5 7.21594 7.23 569704251392 53.17501 1 .4695499 0 0 0 309431.2 1 1989 "Australia" 7.5 7.533903 6.18 5.917015e+11 54.96535 1 .03558734 0 0 0 219972.23 1 1990 "Australia" 10.999176 7.333022 6.93 612831133696 56.63783 1 .06843487 1 1 1 211296.6 1 1991 "Australia" 12.2 3.176675 9.58 6.103932e+11 56.07949 1 1.616588 0 0 0 -24379.39 1 1992 "Australia" 12.2 1.0122311 10.73 6.129091e+11 56.31247 1 1.9267 0 0 0 25159.27 1 1993 "Australia" 17.553352 1.7536534 10.87 6.376088e+11 58.00952 1 -.55177194 1 1 1 246996.67 1 1994 "Australia" 19.11 1.9696348 9.72 6.630105e+11 60.82281 1 .007553967 0 0 0 254016.88 1 1995 "Australia" 19.11 4.6277666 8.47 6.884552e+11 62.44015 1 -.5324481 0 0 0 254446.8 1 1996 "Australia" 15.414823 2.6153846 8.51 7.151575e+11 64.93562 .9400318 .980418 1 1 1 267023.16 1 1997 "Australia" 14.538 .22488755 8.36 7.435245e+11 65.80802 .8800636 10.272155 0 0 0 283669.97 1 1998 "Australia" 17.287497 .8601346 7.68 7.775533e+11 67.9767 .8200954 -.7689896 1 0 0 340288.5 1 1999 "Australia" 28.634005 1.4831294 6.87 8.170032e+11 68.75488 .7601272 -.3804706 0 0 0 394499.2 1 2000 "Australia" 28.634 4.457435 6.28 8.491371e+11 72.54832 .700159 -.6822261 0 0 0 321338.75 2 1981 "Austria" 2 6.803042 2.06 2.080323e+11 36.20454 .700159 -.200444 0 0 0 -3006.136 2 1982 "Austria" 2 5.436031 3.35 212216348672 35.98919 .700159 .20921445 0 0 0 41840.48 2 1983 "Austria" 1.0946958 3.3391645 4.11 218525728768 36.29808 .700159 .5968089 1 1 1 63093.8 2 1984 "Austria" .5089108 5.663186 3.8 2.186378e+11 38.19626 .700159 -.44796655 0 0 0 1120.5017 2 1985 "Austria" .5089108 3.189517 3.6 224100843520 39.99393 .700159 .823105 0 0 0 54630.64 2 1986 "Austria" .561659 1.7054446 3.12 2.292583e+11 40.40985 .700159 1.638252 0 0 0 51574.38 2 1987 "Austria" 12.24376 1.4019527 3.79 2.323697e+11 40.80097 .700159 .50470144 0 0 0 31114.2 2 1988 "Austria" 12.920382 1.915717 3.55 2.400283e+11 42.56515 .700159 -.23894365 0 0 0 76586.19 2 1989 "Austria" 12.920382 2.5683484 3.14 2.493584e+11 45.09982 .700159 -.26313263 0 0 0 93300.82 2 1990 "Austria" 12.619598 3.261872 3.25 260194631680 48.31841 .700159 -.008617969 1 0 0 108362.3 2 1991 "Austria" 5.1 3.337427 3.42 269149552640 49.15068 .7601272 .012651701 0 0 0 89549.21 2 1992 "Austria" 5.1 4.020848 3.59 274784272384 48.56378 .8200954 -.10854957 0 0 0 56347.2 2 1993 "Austria" 5.1 3.631785 4.25 276231847936 47.7724 .8800636 .03468369 0 0 0 14475.756 2 1994 "Austria" 5.248024 2.9534094 3.54 282867269632 49.68189 .9400318 .26526877 1 0 0 66354.22 2 1995 "Austria" 7.179246 2.2433662 4.35 290414133248 52.20742 1 .7674453 1 0 0 75468.63 2 1996 "Austria" 17.413164 1.8609712 5.28 2.972375e+11 52.7208 1 .16558754 0 0 0 68233.79 2 1997 "Austria" 17.166555 1.3059785 5.15 303460483072 56.07532 1 .13704391 0 0 0 62229.71 2 1998 "Austria" 17.155384 .9224672 5.52 314328678400 60.6142 1 .4728145 0 0 0 108681.95 2 1999 "Austria" 13.81384 .56899375 4.7 325507252224 64.24256 1 .5897323 1 0 0 111785.73 2 2000 "Austria" 3.427717 2.344863 4.69 3.364955e+11 70.08217 1 -.7848026 0 0 0 109882.24 3 1981 "France" 1.6382614 13.314405 7.54 1.4984657e+12 79.29216 .41687185 -.9999912 1 0 0 158494.9 3 1982 "France" -4.953055 11.978472 8.2 1.5360083e+12 78.65401 .16434518 .0278443 0 0 0 375425.6 3 1983 "France" -4.953055 9.459548 7.92 1.555068e+12 78.70774 .41687185 .17290956 0 0 0 190597.03 3 1984 "France" -4.7091045 7.673803 9.53 1.5786074e+12 80.06466 .41687185 .13435355 0 0 0 235394.83 3 1985 "France" -4.4 5.8311 10.26 1.604225e+12 80.26139 .41687185 .34410325 0 0 0 256173.67 3 1986 "France" 17.15525 2.538526 10.23 1.64172e+12 82.29907 .41687185 305361.44 1 1 1 374951.1 3 1987 "France" 23.033955 3.288898 10.74 1.6837792e+12 83.73698 .41687185 -.09669671 0 0 0 420593 3 1988 "France" 9.400383 2.700815 10.18 1.7636432e+12 86.72044 .41687185 .26424965 1 0 0 798640.1 3 1989 "France" 1.6 3.498302 9.62 1.8402534e+12 89.72697 .41687185 -.2393705 0 0 0 766101.4 3 1990 "France" 1.6 3.1942835 9.36 1.894061e+12 91.03416 .47684005 -.08574203 0 0 0 538078.06 3 1991 "France" 1.6 3.213407 9.13 1.9139143e+12 90.95167 .53680825 -.999992 0 0 0 198530.83 3 1992 "France" 1.6 2.3637605 10.21 1.9445244e+12 90.21667 .5967765 .4548 0 0 0 306101.63 3 1993 "France" 6.996447 2.1044629 11.32 1.9323e+12 86.85 .9400318 .022043044 1 1 1 -122245.6 3 1994 "France" 8.69136 1.6555153 12.59 1.97787e+12 90.03333 1 .2997584 0 0 0 455702 3 1995 "France" 8.69136 1.7964814 11.84 2.0195377e+12 92.69833 1 .05559472 0 0 0 416676.6 3 1996 "France" 8.69136 1.9828837 12.37 2.0480737e+12 93.46 1 118525.52 0 0 0 285359.47 3 1997 "France" 5.041234 1.203943 12.57 2.095923e+12 97.54333 1 .4296218 1 1 1 478491.4 3 1998 "France" 2.364474 .6511269 12.07 2.1711383e+12 101.5933 1 .8784832 0 0 0 752155.4 3 1999 "France" 2.364474 .5371416 11.98 2.245421e+12 104.295 1 .1964599 0 0 0 742825.7 3 2000 "France" 2.364474 1.67596 10.22 2.3335238e+12 108.6008 1 -.9999971 0 0 0 881029.3 4 1981 "United Kingdom" 18.6 11.876627 10.4 1.2182697e+12 77.52663 .8800636 .3102416 0 0 0 -96729.83 4 1982 "United Kingdom" 18.6 8.598864 10.9 1.2425728e+12 77.7118 .9400318 .230822 0 0 0 243031.1 4 1983 "United Kingdom" 18.766483 4.6093035 11.09 1.2950324e+12 79.73109 1 .6651978 1 0 0 524596 4 1984 "United Kingdom" 18.9 4.960711 10.9 1.324418e+12 80.24253 1 -.12341004 0 0 0 293856.88 4 1985 "United Kingdom" 18.9 6.071394 11.49 1.3793472e+12 84.36929 1 -.16183244 0 0 0 549291.3 4 1986 "United Kingdom" 18.9 3.4276094 11.51 1.4228014e+12 86.21222 1 1.1283993 0 0 0 434541.7 4 1987 "United Kingdom" 17.745354 4.1489224 11.02 1.4995292e+12 89.77464 1 -.015180643 1 0 0 767278.4 4 1988 "United Kingdom" 16.809 4.1553516 9.01 1.5854885e+12 94.41283 1 .18605655 0 0 0 859592.4 4 1989 "United Kingdom" 16.809 5.760249 7.41 1.626356e+12 96.38803 1 -.27347788 0 0 0 408675.9 4 1990 "United Kingdom" 16.809 8.063461 6.97 1.6382895e+12 96.41448 1 83413.91 0 0 0 119334.5 4 1991 "United Kingdom" 16.809 7.461783 8.55 1.6202173e+12 93.1948 1 .09337864 0 0 0 -180722.1 4 1992 "United Kingdom" 13.403038 4.5915494 9.78 1.6267156e+12 93.60826 1 .6429237 1 1 1 64982.88 4 1993 "United Kingdom" 12.1 2.558578 10.35 1.667218e+12 95.62276 1 -.9999845 0 0 0 405025.6 4 1994 "United Kingdom" 12.1 2.2190125 9.65 1.7313395e+12 100.681 1 123614.65 0 0 0 641213.4 4 1995 "United Kingdom" 12.1 2.697495 8.69 1.7751713e+12 102.4492 1 -.13095939 0 0 0 438317.9 4 1996 "United Kingdom" 12.1 2.851782 8.19 1.8194017e+12 103.8479 1 -.033561174 0 0 0 442303.8 4 1997 "United Kingdom" 5.227907 2.201143 7.07 1.9099222e+12 106.6101 1 .4296572 1 1 1 905205.5 4 1998 "United Kingdom" 1.806 1.8205616 6.2 1.9807378e+12 107.4667 1 .27417862 0 0 0 708155.8 4 1999 "United Kingdom" 1.806 1.7529508 6.04 2.046007e+12 108.652 1 .024280345 0 0 0 652692.7 4 2000 "United Kingdom" 1.806 1.1829562 5.56 2.1177446e+12 110.4949 1 .3995405 0 0 0 717375.4 5 1981 "United States" 7.720604 10.334715 7.6 6.661146e+12 50.72995 1 .4146612 0 0 0 1648576.4 5 1982 "United States" 8.3 6.131427 9.7 6.541054e+12 48.11071 1 .6862257 1 0 0 -1200923.6 5 1983 "United States" 8.3 3.212435 9.6 6.840891e+12 49.41756 1 .9804647 0 0 0 2998371.5 5 1984 "United States" 8.3 4.3005357 7.5 7.33594e+12 53.80223 1 -.1878409 1 0 0 4950495 5 1985 "United States" 16.16676 3.545644 7.2 7.641824e+12 54.46311 1 -.8751099 0 0 0 3058832.5 5 1986 "United States" 16.6 1.8980477 7 7.906433e+12 55.01276 1 17.963144 1 0 0 2646097 5 1987 "United States" 16.6 3.664563 6.2 8.179962e+12 57.87624 1 -.44877 0 0 0 2735289 5 1988 "United States" 16.6 4.077741 5.5 8.521643e+12 60.88547 1 -.05447189 1 0 0 3416806 5 1989 "United States" 14.988736 4.827003 5.3 8.834614e+12 61.43758 1 -.1320547 0 0 0 3129706 5 1990 "United States" 14.9 5.397956 5.6 9.001231e+12 62.05701 1 -.08746292 1 0 0 1666176.8 5 1991 "United States" 14.9 4.234964 6.8 8.991487e+12 61.15007 1 .2589748 0 0 0 -97444.16 5 1992 "United States" 14.9 3.0288196 7.5 9.308206e+12 62.92408 1 13.807285 1 0 0 3167192 5 1993 "United States" .0375137 2.951657 6.9 9.564447e+12 64.99349 1 .04719354 0 0 0 2562405 5 1994 "United States" -.781 2.607442 6.12 9.949782e+12 68.42391 1 .17382646 1 0 0 3853359.5 5 1995 "United States" -.781 2.80542 5.65 1.0216863e+13 71.58787 1 -.032830253 0 0 0 2670807 5 1996 "United States" -.781 2.931204 5.45 1.0602295e+13 74.84686 1 -.02388202 1 0 0 3854314 5 1997 "United States" 1.3458682 2.3376899 5 1.1073802e+13 80.20259 1 .29131374 0 0 0 4715079.5 5 1998 "United States" 1.463 1.552279 4.51 1.1570064e+13 84.89986 1 .55129653 1 0 0 4962616.5 5 1999 "United States" 1.463 2.1880271 4.22 1.2120017e+13 88.64145 1 -.9274685 0 0 0 5499530 5 2000 "United States" 1.463 3.376857 3.99 1.262027e+13 92.05371 1 5.664342 1 0 0 5002515 end
0 Response to Margins for panel
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