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Re: st: RE: marginal effects after Heckman


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: marginal effects after Heckman
Date   Wed, 24 Mar 2010 21:14:27 +0000 (GMT)

--- On Wed, 24/3/10, Adri Bestazza wrote:
> 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.

Marginal effects are the derivative of your dependent 
variable with respect to your explanatory variables. With
commands like -heckman- you think of the dependent variable
in multiple ways, so you need to specify what kind of 
dependent variable you have in mind. If you do not do so
Stata will take the default prediction, which in case of 
-heckman- is the linear predictor, and the derivative of
the linear predictor with respect to the explanatory
variables are of course just the coefficients. To see the 
possible parameterizations of the dependent variable see:
help heckman postestimation##predict

Also see -help mfx-, in particular the -predict()- option.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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