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RE: st: Conditional marginal effects in heckprob


From   "Garrido, Melissa" <melissa.garrido@mssm.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Conditional marginal effects in heckprob
Date   Mon, 23 Aug 2010 12:59:29 -0400


Thank you, Maarten; that helped a lot.

Melissa
________________________
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

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

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


-----Original Message-----
From: Garrido, Melissa 
Sent: Monday, August 23, 2010 10:14 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: Conditional marginal effects in heckprob


Hi - 

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(*)

 

***

 

Thank you,

 

Melissa

 

--------------------------------------------------------------------
Melissa Garrido, PhD
 
Research Health Science Specialist
GRECC/REAP, James J Peters VA Medical Center
130 West Kingsbridge Road
Bronx, NY 10468
718-584-9000 x 3804
melissa.garrido@va.gov
 
Assistant Professor
Department of Geriatrics & Palliative Medicine
Box 1070
Mount Sinai School of Medicine
One Gustave L. Levy Place
New York, NY 10029
melissa.garrido@mssm.edu
 

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