Code:
reghdfe screen i.age##i.post i.RACE i.EDUC , absorb(state_num year month) vce(cluster state_num) (MWFE estimator converged in 4 iterations) note: 1bn.post is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = 1.0e-09) HDFE Linear regression Number of obs = 2,056,819 Absorbing 3 HDFE groups F( 10, 14) = 776.20 Statistics robust to heteroskedasticity Prob > F = 0.0000 R-squared = 0.0049 Adj R-squared = 0.0049 Within R-sq. = 0.0042 Number of clusters (state_num) = 15 Root MSE = 0.2780 (Std. Err. adjusted for 15 clusters in state_num) -------------------------------------------------------------------------------------- | Robust screen | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------------------+---------------------------------------------------------------- age | older | -.0260963 .0022391 -11.65 0.000 -.0308987 -.0212939 1.post | 0 (omitted) | age#post | older#1 | .0032939 .00066 4.99 0.000 .0018784 .0047094 | RACE | Black, NH | .0078715 .0007183 10.96 0.000 .0063309 .0094121 Hispanic | .0222411 .001537 14.47 0.000 .0189446 .0255376 Asian | .043212 .00239 18.08 0.000 .0380859 .0483381 | | EDUC | HS | -.0067054 .0008325 -8.05 0.000 -.0084909 -.00492 SOME COLLEGE | -.0154122 .0009276 -16.61 0.000 -.0174018 -.0134226 BACHELOR/GRADUATE | -.0364558 .0016695 -21.84 0.000 -.0400365 -.0328751 | _cons | .0947413 .0005795 163.48 0.000 .0934983 .0959843 -------------------------------------------------------------------------------------- Absorbed degrees of freedom: -----------------------------------------------------+ Absorbed FE | Categories - Redundant = Num. Coefs | -------------+---------------------------------------| state_num | 15 15 0 *| year | 9 1 8 | month | 12 1 11 | -----------------------------------------------------+ * = FE nested within cluster; treated as redundant for DoF computation
Code:
. margins age, dydx(post) noestimcheck Conditional marginal effects Number of obs = 2,056,819 Model VCE : Robust -------------------------------------------------------------------------------- | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] ---------------+---------------------------------------------------------------- 1.post | age | older | 0 (omitted) younger | .0032939 .00066 4.99 0.000 .0020004 .0045875 --------------------------------------------------------------------------------
Code:
. margins age#post, noestimcheck Predictive margins Number of obs = 2,056,819 Model VCE : Robust Expression : Linear prediction, predict() -------------------------------------------------------------------------------------- | Delta-method | Margin Std. Err. z P>|z| [95% Conf. Interval] ---------------------+---------------------------------------------------------------- age#post | older#0 | .0945361 .000978 96.66 0.000 .0926192 .096453 older#1 | .0945361 .000978 96.66 0.000 .0926192 .096453 younger#0 | .0684398 .0012712 53.84 0.000 .0659483 .0709314 younger#1 | .0717337 .0017257 41.57 0.000 .0683514 .0751161 --------------------------------------------------------------------------------------
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