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

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: margins for endogenous regressor in a recursive biprobit |

Date |
Mon, 18 Mar 2013 14:23:58 -0400 |

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 how to calculate the marginal effects of a variable that appears as a regressor in a single equation (e.g., X3 or X2 in my example) or in both equations (e.g., X1 in my example) of a recursive biprobit. 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 endogenous regressor appears as an outcome in one equation and a regressor in the other (given that 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? I am using Stata 11. 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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