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From |
"Paula Albuquerque" <pcma@iseg.utl.pt> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: marginal effects in biprobit and average treatment effect in switching probit |

Date |
Mon, 1 Feb 2010 14:57:03 -0000 |

Hello. I am investigating the effect of a dichotomous variable X on a dichotomous variable Y. There is a potential endogeneity problem. I estimated a biprobit (one equation with Y as the dependent variable and another equation with X as the dependent variable) and mfx after that. Therefore, I obtain the marginal effect of the variable X. I also tried the simple probit and obtained the marginal effect using mfx. A switching probit was estimated with a stata program using ML (my coauthor wrote the program) because I think there is no command for that. (One equation for Y if X=1, another for Y if X=0, and another for X). In order to obtain the effect of X on Y the program calculates the average treatment effect. My problem is the marginal effect of X is rather similar using a probit or a biprobit (0,122 and 0,127). However, the average treatment effect obtained with the switching probit is much higher (0,468). Is this reasonable? Does it mean something is wrong? I would really be very grateful if someone could help me on this! Paula Mateus * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: marginal effects in biprobit and average treatment effect in switching probit***From:*Austin Nichols <austinnichols@gmail.com>

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