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st: computing marginal effects after Heckprob


From   <mmelnik@mindspring.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: computing marginal effects after Heckprob
Date   Wed, 4 Jun 2003 17:35:05 -0400

Hello,

this email list has proven to be helpful in the past, so I decided to try it
again.

I estimate two probit equations using HeckProb command, as I have a
selection problem where the outcome in the second equation is only observed
if the outcome in the first equation is equal to one (both dep variables
assume zero or one in value). After the estimation I run MFX to estimate the
marginal effects. The computer never finishes the computation, and if I
break it, I get the reported derivative values but it states that: "fail in
calculating second derivative, no standard deviation reported" and no
standard errors are reported. I have several dummy variables in my
repressors in both equations.

thank you for your help

Mikhail




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