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From |
David Quinn <dxquinnx@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: margins for endogenous regressor following recursive biprobit |

Date |
Mon, 19 Nov 2012 14:19:46 -0500 |

Hello, I am estimating a recursive biprobit model with endogenous regressor, Y2, as such: Y1 = X1 + X2 + Y2 Y2 = X1 + X3 + X4 I want to calculate the marginal effect of Y2 on Y1. I know that when an X variable appears in both equations of a recursive biprobit--such as X1 in my example--the overall effect of that variable on the outcome Y1 is the sum of its direct and indirect effects on Y1, the indirect effect consisting of its direct effect on Y2. And I also know that the effect of any variable that is unique to one of the equations in a biprobit--such as X2 (or X3 or X4) in my example--is simply the direct effect of that variable on whichever of the two outcomes that it is supposed to be predicting, the endogenous regressor (Y2) or the non-endogenous outcome of concern (Y1). But I am wondering if there is a special formula required to calculate the marginal effect of the endogenous regressor (Y2) on the outcome of concern (Y1), since the model is recursive? Does one have to account for the intercept of the Y2 equation in a particular manner, or something of the sort, when making this calculation since Y2 is endogenous? If so or if not, does Stata's -margins- command automatically account for this, or is there some special command or set of commands that I must instruct Stata to execute in order to make the proper calculation? Thank you in advance for any insight on the topic, --David * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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