Hi
I am new to use STATA for analysis and struggling to estimate marginal effects. I am examining the effect of ESG(esg_score_w) and its individual pillars E (e_score_w) and S (s_score_w) on firm risk (TRg_w). i want to know whilch of E and S is driving the results of ESG and firm risk. For this i run the following command for ESG, E and S with firm risk,
xtreg TRg_w esg_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)
xtreg TRg_w e_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)
xtreg TRg_w e_score_w profitability_w capx_w rnd_intensity_w liquidity_w firm_size_w cash_hold_w sales_g_w leverage_new, vce(robust)
if i run mfx command after every xtreg command, i obtained the same coefficients as marginal effects. Kindly guide me in this issue.
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