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 computationCode:
. 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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