I'm busy working on my research, but I ran into a problem.

I'm using a logstic regression to estimate the influence of certain independent variables on my (dummy) dependent variable. Then I want to interpret the results with marginal effects.

The problem is one of the controlvariables, 'country'.

In the dataset there are 55 countries coded. I made a dummy of them using i.country in the regression and made dummies of them using: tabulate country, gen(dcountry).

The logistic regression worked, but I waited almost 24 hours and still the marginal effects were not calculated (because of the high number of countries). When I didn't include country it worked.

So I made a new categorical variable : 'continent' using gen continent=. and then filling the countries in per continent.

I constructed 4 categories out of the countries. I included three of the categories in the regression and it worked. As well as the marginal effects. However the results were different than when using the 55 countries. This should not be the case right?

Could someone help me what I should do, or did I do it right and should the outcomes be different?

Thanks for the help!