I'm using Stata 11.0 and from what I've read it looks like it should work. But the execution of it is a little...odd for me:

. margins, dydx(college collegexexp) at(exp=(0 1 10 15))

Average marginal effects Number of obs = 7767

Model VCE : OLS

Expression : Linear prediction, predict()

dy/dx w.r.t. : college collegexexp

1._at : exp = 0

2._at : exp = 1

3._at : exp = 10

4._at : exp = 15

------------------------------------------------------------------------------

| Delta-method

| dy/dx Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

college |

_at |

1 | -.059791 .0099057 -6.04 0.000 -.0792057 -.0403762

2 | -.059791 .0099057 -6.04 0.000 -.0792057 -.0403762

3 | -.059791 .0099057 -6.04 0.000 -.0792057 -.0403762

4 | -.059791 .0099057 -6.04 0.000 -.0792057 -.0403762

-------------+----------------------------------------------------------------

collegexexp |

_at |

1 | .0026408 .0008571 3.08 0.002 .0009609 .0043208

2 | .0026408 .0008571 3.08 0.002 .0009609 .0043208

3 | .0026408 .0008571 3.08 0.002 .0009609 .0043208

4 | .0026408 .0008571 3.08 0.002 .0009609 .0043208

------------------------------------------------------------------------------

Theoretically, it should be estimating based on "college" and "collegexexp" as opposed to "college" and "collegexexp" independently, but I'm not sure how to get that to work with the -margins- command. I did it by hand once:

_**college+_****collegexexp*a**

where a is the years of experience. But this doesn't really suffice since standard error is what I'm most interested in at the moment.

Please help?