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Re: st: Conditional marginal effects in heckprob

From   Maarten buis <>
Subject   Re: st: Conditional marginal effects in heckprob
Date   Mon, 23 Aug 2010 14:44:40 +0000 (GMT)

--- On Mon, 23/8/10, Garrido, Melissa wrote:
> I have a question about the -margins- command in Stata 11,
> when used after heckprob.
> I want to get conditional marginal effects of my outcome
> variable, but I'm not sure whether I have the correct
> syntax (and haven't found the answer in the help files).
> Is the default option within -margins- to calculate the
> conditional marginal effect, or is there something
> additional I need to specify?
> Here is what I have:
> ****
> heckprob diedvsroutinetotal = $indepvar , select
> (not_transfer = $indepvar $instruments) 
> /*Marginal effects at means:*/
> margins, dydx(*) atmeans 
> /*Average marginal effect:*/
> margins, dydx(*)

I assume that with conditional marginal effects you
mean the marginal effect on the predicted probability 
of success conditional on selection. In that case 
you need to add the -predict(pcond)- option. Right 
now, you are estimating the marginal effect on 
probability of success. 

The -predict()- option in -margins- determines what
your response/dependent/explained/y variable is, and
if you do not specify it, it will assume that it is
the default for -predict-. If you look at
-help heckprob postestimation-, you will see that the
default is -pmargin-, which is described as 

"the default, calculates the univariate (marginal) 
predicted probability of success; Pr(depvar=1)" 

You probably want: 

"pcond calculates the conditional (on selection) 
predicted probability of success; Pr(depvar=1 | 
depvar_s=1) = Pr(depvar=1, depvar_s=1)/Pr(depvar_s=1)."
Hope this helps,

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


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