Lincom

[Cleopea Jane]

Hello All,
I have a panel dataset of 15 countries and I have interacted a variable of governance with expenditure using two-staged least-square
ivregress 2sls lexp lnUPop Corp c.lgexp#c.Corp (lnGDP= laglexp laglnUPop)
I used Lincom to obtain the overall effect of expenditure
lincom lexp + c.lexp#c.Corp

lincom lghexp + c.lghexp#c.Corp
( 1) lghexp + c.lghexp#c.Corp = 0
lnLE Coef. Std. Err.	z	P>z	[95% Conf.	Interval]
(1) .0383044 .0107792	3.55	0.000	.0171774	.0594313

However, I need help getting the overall effect one standard deviation below the sample mean score and above it.

Thanks.

[Clyde Schechter]

One standard deviation below and above the mean of which variable? For the sake of illustration, let's say it's 1 s.d. below and above the mean score of lgexp. Then the simplest way is:

sum lgexp
local ats lgexp = (`=`r(mean)'-`r(sd)'' `=`r(mean)'+`r(sd)'')
margins, dydx(lghexp) at(`ats')

If you meant you want it at 1 sd below and above the mean of Corp, just substitute Corpo for lgexp in the -sum- command and the -local ats- command (but not in the -margins- command.)

By the way, I would disagree with your interpretation of the -lincom- output as being the "overall" effect of expenditure. It is the marginal effect of lgexp when Corp = 1.

[Cleopea Jane]

Thanks. This has been of great help. I have computed their marginal effect.