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st: Margin with two step estimator.

From   "Nakelse, Tebila (AfricaRice)" <>
To   "" <>
Subject   st: Margin with two step estimator.
Date   Thu, 2 Feb 2012 08:18:59 +0000

Dear Stata Users,
I've estimated a two-step equations. The first step is a logit and the second one is  E(Y| p,X)= a + bp + cx +... where p  is the predicted probability of the first step.
I want to use the margin command to  have the predicted value of E(Y| p,X). But my problem is to tell to margin that I want him to predict p and after to predict E(Y| p,X) simultaneously. 
What I have tried to do   is to stack the b and V matrix of the two steps and give it to margins as his b and V matrix and write  the full equation to be calculated by margin using the b elements as coefficients. 
 But the main problem is to access the coefficients of the b or the V matrix of stata.

Please is someone can help me ? 

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