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Re: st: Marginal effects with an Heckman selection model


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal effects with an Heckman selection model
Date   Mon, 16 Apr 2012 09:45:40 +0200

On Sun, Apr 15, 2012 at 8:30 PM,  <fabio.sigismondi@ulg.ac.be> wrote:
> I'm estimating the charitable giving of households thanks to administrative data's. To do so I'm estimating an exponential Heckman selection model (Wooldridge, 2nd edition, chapter 17) with the two step procedure.

Notice that this is a multidisciplinary list. This has consequences,
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> I want to estimate the marginal impacts of my variables on the probability of giving to charities and on the amount given.

You do this by specifying the -predict()- option. You can see what you
can specify in that option by typing -help heckman postestimation- and
going to the entry on -predict-.

*----------- begin example --------------
webuse womenwk
heckman wage educ age, ///
    select(married children educ age)

// marginal effects on
// the probability of working	
margins, dydx(*) predict(psel)

// marginal effects on expected
// wage (not working is 0 wage)
margins, dydx(*) predict(yexpected)

// marginal effects on expected
// wage (excluding not working women)
margins, dydx(*) predict(ycond)
*----------- end example --------------

I leave it up to you how you are going to deal with the problem that
you get marginal effects on the log(donations) rather than donations.

Hope this helps,
Maarten

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


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