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# st: Heckprob and mfx

 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

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```

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