clear all set more off capture log close // install the package with additional files ssc install xtprobitunbal, all replace log using exportunbal.log, replace // load data sysuse exportunbal // estimate model xtprobitunbal export size trend med_skill age, meansvars(size med_skill) // marginal effect of the lagged dependent variable mgf_unbal, dydx(lag) // marginal effect of the lagged dependent variable // for observations whose initial status is not being an exporter sort id time qby id: gen int YY0=export[1] mgf_unbal if YY0==0, dydx(lag) // marginal effect of a continuous change in an exogenous explanatory variable mgf_unbal, dydx(c.med_skill) // marginal effect of discrete change, from 2 to 3, in an exogenous explanatory variable mgf_unbal, dydx(d.age) val0(2) val1(3) log close