Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: marginal effects after Heckman


From   Adri Bestazza <adribestazza@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: marginal effects after Heckman
Date   Wed, 24 Mar 2010 20:41:10 +0000

Thank you for your help Barbro! In order to get unconditional marginal
effects, I used the mfx command. Yet, I noticed that the marginal
effects I found are identical to the coefficients for the outcome
equation, when the Heckman model is estimated by maximum likelihood.
I am confused: shouldn't the coefficients for the full equation's
variables be different from the corresponding marginal effects?
The fact that the "Betas" for the OLS part of the Heckman do not
correspond to elasticities should motivate the computation of marginal
effects...
Thanks in advance for any advice
Adri



On Wed, Mar 24, 2010 at 7:38 AM, Widerstedt Barbro
<Barbro.Widerstedt@tillvaxtanalys.se> wrote:
> This was useful to me:
> http://www.stata.com/support/faqs/stat/mfx_ologit.html
>
> /Barbro
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Adri Bestazza
> Sent: den 24 mars 2010 01:29
> To: statalist@hsphsun2.harvard.edu
> Subject: st: marginal effects after Heckman
>
> Hello
> After the estimation of a Heckman selection model, I need to compute
> the conditional and unconditional marginal effects. I was wondering if
> there are commands in Stata 10 that I could use to get these effects
> directly.
> Thanks,
> Adri
> *
> *   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/
>
> *
> *   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/
>

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index