Suest after AME- dy/dx not saving for suest

Question

After running these command all day, my head is on fire, I am now reaching out. Please don't direct me to papers about Suest that are commonly mentioned on the web, I already checked them. It seems there is a problem with storing the dy/dx values of the AME to merge between different models in the suest command in order to perform the test command.

What I would like to test is if the AME of the lower class/upper class/middle class in one regime/context is statistically significant from the lower class situated in another regime/context. Dependent variable: 3 categories: renter, mortgaged homeownership, outright homeownership.

   *Liberal_market
   mlogit  owner_housing_debt2  United_States United_Kingdom Swizerland  c.age_centered 
   ib0.lower_class ib0.upper_class if homeownership_regimes==1 , 
   baseoutcome(1) 
   margins ,  dydx(lower_class upper_class) coeflegend post
   est store Liberal_market

  *Family_financial_support

 mlogit  owner_housing_debt2  Belgium Finland France Ireland Luxembourg Norway Spain 
 ib0.lower_class ib0.upper_class if homeownership_regimes==2 , baseoutcome(1) 
 margins ,  dydx(lower_class upper_class) coeflegend post
 est store Family_financial_support

 est table Liberal_market  Family_financial_support

 suest Liberal_market Family_financial_support

 **In the end, this is what I want to do:
  test [Liberal_market]1.lower_class =[Family_financial_support]1.lower_class

*error message Liberal_market was estimated with a nonstandard vce (delta) r(322);

-Unfortunately, the following answer from Statalist regarding the nonstandard vce in suest- didn’t help me either https://www.statalist.org/forums/forum/general-stata-discussion/general/1511169-can-not-use-suest-for-margins-after-probit-or-regress

Will appreciate your solution:)

Answer 1

Thank you. I tried your recommendation. Unfortunately, I could not find an organized document with examples for xlincom with margins. I tried the following code, but my problem is withdrawing the margins of the independent variable categories (1.lower_class and 1.upper_class) from the 2 separate mlogit reg after suest. I mean, how to define in the command that I want 1.lower class from model A and 1.lower_class from model B in the margins and in the xlincom. Please see my example below:

   mlogit  owner_housing_debt2  ib0.lower_class ib0.upper_class if regime==1, 
   baseoutcome(1) 

   est store A

  mlogit  owner_housing_debt2  ib0.lower_class ib0.upper_class if regime==2, 
  baseoutcome(1) 

  est store B

  suest A B


  margins  1.lower_class  1.upper_class, coeflegend post

  lincom _b[1.lower_class] - _b[1.upper_class]