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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Marginal effects after heckman |

Date |
Mon, 27 Sep 2010 12:11:22 +0000 (GMT) |

--- On Mon, 27/9/10, Fred Dzanku wrote: > How can I get marginal effects of the (probit) selection > equation after running a heckman selection model by maximum > likelihood? I estimated a model in the form > > margins, dydx(*) atmeans predict(equation(select)) /// > vce(unconditional) > > but what I get as marginal effects are exactly the same as > the coefficients of the selection equation. You asked for the marginal effects on the linear predictor (xb) of the selection equation. This is ofcourse exactly the same as the coefficients you already got. What you want are the marginal effects on -normal(xb)-, i.e. the probability of being selected. I don't see a prediction option that will directly give you that (I looked in -help heckman postestimation-), but you can get it by specifying the -expression()- option in -margins-, like so: *---------------- begin example ------------------ webuse womenwk, clear // the coefl option is only there so I know // how the selection equation is called // (in this case Stata chose a very sensible name) heckman wage educ age, /// select(married children educ age) coefl margins, dydx(*) expression(normal(xb(select))) *----------------- end example -------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) 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: Marginal effects after heckman***From:*"Fred Dzanku" <fdzanku@gmail.com>

**References**:**st: Marginal effects after heckman***From:*Fred Dzanku <fdzanku@gmail.com>

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