I am using the community contributed -nehurdle- command in Stata/SE 12.1 and want to include fixed effects in my model. I have a large dataset so creating dummies is not working, and I am trying to use -xtlogit- with -xtreg-, since the hurdle model is a two-stage regression involving a logistic and OLS regression.
My question is, is it possible to get the marginal effects after running these individual commands? I read on this forum that -margins- after -xtlogit- is not sensible. What might be a way to work around this? Can I 'manually' calculate marginal effects? If yes, could someone suggest the commands to me, please?
Thanks a lot in advance!
My question is, is it possible to get the marginal effects after running these individual commands? I read on this forum that -margins- after -xtlogit- is not sensible. What might be a way to work around this? Can I 'manually' calculate marginal effects? If yes, could someone suggest the commands to me, please?
Thanks a lot in advance!
