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From |
Shehzad Ali <sia500@york.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Marginal effects of log-linear sample selection models |

Date |
26 Feb 2008 01:31:52 +0000 |

Dear statalisters,

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? Will mfx compute, dyex give me the correct interpretation?

Sincere thanks,

Ali

--

Shehzad I Ali

Department of Social Policy & Social Work

University of York

YO10 5NG

+44 (0) 773-813-0094

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**References**:**st: apostrophes, quotation marks, left or right quotes?***From:*Dirk Enzmann <dirk.enzmann@uni-hamburg.de>

**st: RE: apostrophes, quotation marks, left or right quotes?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: xtile from the start of a period***From:*John Hund <jhund@tulane.edu>

**st: RE: xtile from the start of a period***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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