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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 -------------------------- * * 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: RE: marginal effects after Heckman***From:*Adri Bestazza <adribestazza@googlemail.com>

**References**:**Re: st: RE: marginal effects after Heckman***From:*Adri Bestazza <adribestazza@googlemail.com>

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