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From |
Guy Grossman <guygrossman1@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: marginal effect after cmp - combining results from two equations |

Date |
Mon, 13 Sep 2010 08:59:17 -0400 |

Dear Stata list members - I am using Mac and Stata 10.1 to estimate a model that has a binary outcome and a binary endogenous treatment indicator: prob(Yij=1) = bo + b1*Tj + B*xlist1 + Q*xlist2 + eij + ej. note that Tj = v0 + v1 * Zj + epsilon j Yij = the dependent variable is binary, for person i from group j (takes values 0/1). Zj = encouragement to take up one of two types of treatment - applied at the group level j . Zj is binary: groups are either encouraged to take up Zj=0 or Zj=1. Tj = treatment take up - takes place at the group level j. Tj is binary (Tj=0 or Tj =1). Take up rates are about 75% for both treatments. xlist1 = set of control variables at the individual level i xlist1 = set of control variables at the group level j The idea is to apply an encouragement research design, using Zj as an instrumental variable for t. I fitted the model with the user-written -cmp- command: cmp (y = t $xlist1 $xlist2) (t=z), ind($cmp_probit $cmp_probit) cluster (group) My questions is how to calculate the partial (marginal) effect and confidence intervals of t on the probability that Yij=1, given changes in z (holding control variables at their means or medians)? Your response would be highly appreciated! Thanks! Guy -- * * 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/

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