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From   Shehzad Ali <>
Date   22 Feb 2008 18:57:51 +0000

Hi listers,

I need some help with calculating marginal effects of dummy variables in a log-linear model after adjusting for sample selection and endogeneity biases. I would truly appreciate any help on this.

In my model, the final outcome variable is log_y which is only observed if selection_var=1. Both log_y and selection_var are also affected by a common endogenous variable (endo). selection_var and endo are both dummies.

The model I am using is summarised below:

biprobit (selection_var= x1 x2 endo) (endo=x1 x2 x3)

Then I predict Inverse Mills Ratio (imr) for selection_var, followed by:

treatreg log_y x1 x2 imr, treat(endo=x1 x2 x3)

This gives me a coefficient for endo but I dont know how this would be interpreted because endo also indirectly appears through IMRs. Can you kindly suggest how to estimate the marginal effect of endo on y?

Sincere thanks,


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