Hi all,

Please consider the following example data

Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input byte stateid int birthyear float(imr post treat highwealth cluster)
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3 2008 0 1 0 1 3446
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3    . . . 0 0    .
3 2004 0 0 0 1 3396
4    . 0 . 0 1    .
4    . . . 0 1    .
4    . 0 . 0 1    .
4    . 0 . 0 1    .
4    . 0 . 0 1    .
4    . . . 0 1    .
4    . . . 0 1    .
4    . 0 . 0 1    .
4    . 0 . 0 1    .
4    . 0 . 0 1    .
4    . . . 0 1    .
4    . . . 0 1    .
4    . 0 . 0 1    .
4 2007 0 0 0 1 3425
5    . 0 . 0 1    .
5    . 0 . 0 1    .
5 2005 0 0 0 1 3406
5    . . . 0 1    .
5    . 0 . 0 1    .
5    . 0 . 0 1    .
5    . 0 . 0 1    .
5    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3 2007 0 0 0 1 3430
3 2006 0 0 0 1 3422
3 2007 0 0 0 1 3435
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3 2007 0 0 0 1 3435
3 2011 0 1 0 1 3477
3 2005 0 0 0 1 3401
3    . . . 0 1    .
3    . . . 0 1    .
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3 2002 0 0 0 1 3364
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3 2009 0 1 0 1 3449
3    . . . 0 1    .
3    . . . 0 0    .
3    . . . 0 0    .
3 2010 0 1 0 1 3466
3 2011 0 1 0 1 3482
3    . . . 0 1    .
3 2004 0 0 0 0 3399
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3 2011 0 1 0 1 3483
3 2006 0 0 0 1 3417
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3 2010 0 1 0 1 3469
3 2007 0 0 0 1 3427
3    . 0 . 0 1    .
3 2008 0 0 0 1 3438
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3 2006 0 0 0 1 3417
3    . . . 0 0    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . . . 0 1    .
3    . 0 . 0 1    .
3 2008 1 0 0 1 3441
3 2001 0 0 0 0 3352
3    . . . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
3    . 0 . 0 1    .
end
label values imr binarylabel
label def binarylabel 0 "no", modify
label def binarylabel 1 "yes", modify
I'm using a difference in difference model of the following specification using this repeated cross section data
Code:
areg imr i.treat##i.post i.stateid highwealth, absorb(birthyear) cluster(cluster)
I now want to plot the marginal effects from this DiD in a graph using -margins- and -marginsplot-, separately for highwealth==1 and for highwealth==0, as a heterogeneity analysis

I went through the very helpful guide by Richard Williams on https://www3.nd.edu/~rwilliam/stats/Margins01.pdf and did the following:
Code:
margins treat#post, at( highwealth=(0 1)) vsquish
But this produced result where none of the combinations are estimable:
Code:
Predictive margins                                     Number of obs = 172,020
Model VCE: Robust

Expression: Linear prediction, predict()
1._at: highwealth= 0
2._at: highwealth= 1

------------------------------------------------------------------------------------------------
                               |            Delta-method
                               |     Margin   std. err.      t    P>|t|     [95% conf. interval]
-------------------------------+----------------------------------------------------------------
            _at#treat#post|
                        1 0 0  |          .  (not estimable)
                        1 0 1  |          .  (not estimable)
                        1 1 0  |          .  (not estimable)
                        1 1 1  |          .  (not estimable)
                        2 0 0  |          .  (not estimable)
                        2 0 1  |          .  (not estimable)
                        2 1 0  |          .  (not estimable)
                        2 1 1  |          .  (not estimable)
------------------------------------------------------------------------------------------------
note: the result is from estimation using my original data and may not match the sample data
Can someone please help me understand what is going on here and offer a solution?

Thanks