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st: margins for endogenous regressor in a recursive biprobit


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
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