Dear all,
I need to use R for one estimation, and i have readily available stata
command, but i need also the R version of the same command.
the estimation in stata is as following:
1. Compute mean values of relevant variables
. sum inno lnE lnM
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
inno | 146574 .0880374 .2833503 0 1
lnE | 146353 .9256239 1.732912 -4.473922 10.51298
lnM | 146209 4.281903 1.862192 -4.847253 13.71969
2. Estimate model
. xi: xtreg lnLP lnC lnL lnE lnM eco inno eco_inno eco_lnE eco_lnM i.year, fe
i(stno)
i.year _Iyear_1997-1999 (naturally coded; _Iyear_1997 omitted)
Fixed-effects (within) regression Number of obs = 146167
Group variable (i): stno Number of groups = 48855
R-sq: within = 0.9908 Obs per group: min = 1
between = 0.9122 avg = 3.0
overall = 0.9635 max = 3
F(11,97301) = 949024.29
corr(u_i, Xb) = 0.2166 Prob > F = 0.0000
------------------------------------------------------------------------------
lnLP | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnC | .0304896 .0009509 32.06 0.000 .0286258 .0323533
lnL | -.9835998 .0006899 -1425.74 0.000 -.984952 -.9822476
lnE | .0652658 .0009439 69.14 0.000 .0634158 .0671159
lnM | .6729931 .0012158 553.53 0.000 .67061 .6753761
eco | .0610348 .0177048 3.45 0.001 .0263336 .095736
inno | .0173824 .0058224 2.99 0.003 .0059706 .0287943
eco_inno | .0080325 .0110815 0.72 0.469 -.0136872 .0297522
eco_lnE | .0276226 .004059 6.81 0.000 .019667 .0355781
eco_lnM | -.0214237 .0039927 -5.37 0.000 -.0292494 -.0135981
_Iyear_1998 | -.0317684 .0013978 -22.73 0.000 -.034508 -.0290287
_Iyear_1999 | -.0647261 .0027674 -23.39 0.000 -.0701501 -.0593021
_cons | 1.802112 .009304 193.69 0.000 1.783876 1.820348
-------------+----------------------------------------------------------------
sigma_u | .38142386
sigma_e | .2173114
rho | .75494455 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(48854, 97301) = 3.30 Prob > F = 0.0000
3. Compute marginal effect of eco at sample mean
. nlcom (_b[eco]+_b[inno]*.0880374+_b[eco_lnE]*.9256239+_b[eco_lnM]*4.281903)
_nl_1:
_b[eco]+_b[inno]*.0880374+_b[eco_lnE]*.9256239+_b[eco_lnM]*4.281903
------------------------------------------------------------------------------
lnLP | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_nl_1 | -.0036011 .008167 -0.44 0.659 -.0196084 .0124061
------------------------------------------------------------------------------
in fact i can find the mean of the variables ( step 1) and extimate the model
(step 2) but i couldnt find the equivalent of step 3 (compute marginal effect
of eco at sample mean). Can someone help me for this issue?
Cheers!
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