蓝色 发表于 2018-11-7 08:19 
您好,请教一下您,用stata做logit2回归(即cluster by firm and year),求边际效益应该如何做?
我附上我的代码,第一条是logit2回归,第二条是margins命令,但是显示错误,我用margins做单向cluster的时候,是可以运行的,但是换成cluster2之后就提示“e(sample) does not identify the estimation sample”
logit2 aggressive convictionrate1 size1 lev1 btm1 growth1 Earnings_pre2 vol1 ydum_* inddum_*,fcluster(gvkey) tcluster(yqdate)
margins,dydx(convictionrate1 size1 lev1 btm1 growth1 Earnings_pre2 vol1) post