Description
margwals uses the latest estimation results from wals to compute the WALS estimates of smooth, possibly nonlinear, real-valued functions of the parameters at some value of the regressors. In addition to point estimates, it provides a simulation-based confidence interval for the requested functions using the Monte Carlo replications of the latest bias-corrected WALS estimates. As for the margins command, capabilities include marginal means, predictive margins, marginal effects, and average marginal effects.
margwals can also be used after the hetwals, ar1wals, xtwals, and glmwals commands. For WALS estimation of linear combinations of the focus and auxiliary parameters, see lcwals.
Help files
After installation, you can view the available options by typing in Stata
help margwals
Key references
De Luca, G., and Magnus, J. R. (2025b). Weighted-average least squares: improvements and extensions. The Stata Journal, 25(3), 587-626.