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Re: st: binary endogenous interaction


From   "Garrido, Melissa" <melissa.garrido@mssm.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: binary endogenous interaction
Date   Thu, 21 Apr 2011 14:56:26 +0000

Hi Christian,
Have you considered a selection model such as -heckprob-  ?
y1 would be your selection equation dependent variable, and y2 would be outcome equation dependent variable.
You could then explore the different margin options in [R] heckprob postestimation to get the effect in which you are interested.

Hope this helps,
Melissa



>st: binary endogenous interaction
>
>From	  "Gregory, Christian" <cgregory@ers.usda.gov>
>To	  <statalist@hsphsun2.harvard.edu>
>Subject	  st: binary endogenous interaction
>Date	  Wed, 20 Apr 2011 10:35:26 -0400
> Hello Statalist,
>
>I have the following model.
>
>y1 = xb + e
>y2 = y1*b1 + c1*b2 + y1*c1*b12 + xb + e
>
>y1 and y2 are both binary. y1 is endogenous to y2. c1 is continuous and
>exogenous. The marginal effect of interest is the effect of y1*c1 in the
>second equation. I do have instruments for y1. I'm wondering if (1)
>anyone knows of other applications in which the interaction of an
>endogenous dummy and exogenous continuous variable is the outcome of
>interest and (2) whether anyone has any intuition about a way to model
>this. (ML models with 2 or 3 equations work and give interesting
>results, but seem non-standard.)

>Thanks for your help.

>Christian

-------------------------------------------------------------------- 
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 
Brookdale 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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