margins command after running a dynamic panel model

[Dan Eran]

Hi,

I am trying to compute the marginal effect after running a dynamic panel model:

1. xi: xtreg y l.y x1 x2 x3 i.year, fe robust cluster (unit_id)
2. margins, at(L.x1=(0.0986 0.1443 0.0529))

I get the following error:

default prediction is a function of possibly stochastic quantities other than e(b)

This works fine when I run a static model with no LDV, but I get the error when I used the dynamic model.
Any idea on how to fix this?

Many thanks