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From |
"Anne Motte" <[email protected]> |

To |
<[email protected]> |

Subject |
st: Heckprob and mfx |

Date |
Wed, 7 May 2003 17:36:11 -0400 |

Hello Statalisters, Following a model described in Stewart and Swaffield (1999) "Low Pay Dynamics and Transition Probabilities", I am using the heckprob command to analyse the reliance on a social program in period t given that there was reliance on that program in t-1. I am puzzled by the fact that some variables that have a significant impact when I look at the output from the heckprob command lose some of their significance once I compute the marginal effects using mfx compute, predict(pmargin). Can someone clarify this? As an example, here are partial results (look at what happens to the variable "ue"--that variable is not in the selection equation): heckprob y1 female age96 patner96 kid 96 ue + other variables, sel(y2= female age93 age2 partner93 +other variables) | Robust | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------- ------ y1 female | -.1430339 .131485 -1.09 0.277 -.4007398 .114672 age96 | -.0000943 .0060446 -0.02 0.988 -.0119415 .011753 partner96 | .2497955 .1521505 1.64 0.101 -.0484141 .548005 kid96 | .1101823 .1250257 0.88 0.378 -.1348636 .3552282 ue | .0671154 .0148375 4.52 0.000 .0380345 .0961964 (output omitted) ------------------------------------------------------------------------ --------- y2 female | -.4244642 .1414786 -3.00 0.003 -.7017572 -.1471712 age93 | .0293956 .0359399 0.82 0.413 -.0410454 .0998366 age2 | -.0381842 .0447901 -0.85 0.394 -.1259712 .0496027 partner93 | .0090001 .1188815 0.08 0.940 -.2240033 .2420035 (ouput omitted) mfx compute Marginal effects after heckprob y = Pr(intense9698=1) (predict) = .03427384 ------------------------------------------------------------------------ ------ variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X ---------+-------------------------------------------------------------- ------ female* | -.010812 .00934 -1.16 0.247 -.029121 .007497 .474138 age96 | -7.16e-06 .00046 -0.02 0.988 -.000908 .000893 41.3409 partn~96*| .0172949 .01105 1.57 0.118 -.004364 .038954 .714587 kid96* | .0081943 .00864 0.95 0.343 -.008741 .02513 .610360 ue | .0050975 .00215 2.37 0.018 .000875 .00932 10.2234 (output omitted) Also, I was wondering if the example given in the section on heckprob in the reference manual (Stata 7 p.37) should not be comparing pcond with phat instead of pmarg. The example includes the following lines: heckprob y1 x1, sel(y2=x1 x2) no log predict pmarg probit y1 x1 if y2==1 predict phat Isn't phat a conditional probability equivalent to Pr(y1=1|y2=1) and thus should be compared with pcond? Thanks a lot for your help! Anne Motte Chercheure/Researcher Social Research and Demonstration Corporation 50 O'Connor St. Suite 1400 Ottawa On K1P 6L2 tel.: (613) 482-1896 fax: (613) 237-5045 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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