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


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


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