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st: heckprob mfx
Hi experts,
I am new in stata and even newer in statalist. I am having a heckprob problem for your help. As below, I have hospital (dummy var) insignificant in the 2nd step modeling insignificant, but when I use mfx to calculate the marginal effects, it becomes significant. Here is some of the output.
Your advices will be highly appreciated.
Thanks!
Lan
heckprob v29424 hospital mh othorg numclient_100 svc_breadth invol_10pct, sel(v29422=hospital mh othorg sanicotine_10pct svc_breadth phyimp) nolog
Probit model with sample selection Number of obs = 494
Censored obs = 254
Uncensored obs = 240
Wald chi2(6) = 18.75
Log likelihood = -452.8194 Prob > chi2 = 0.0046
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
v29424 |
hospital | .6798989 .3715279 1.83 0.067 -.0482823 1.40808
mh | .2269317 .3036784 0.75 0.455 -.3682671 .8221305
othorg | -.0007292 .2278594 -0.00 0.997 -.4473254 .4458669
numclien~100 | .0235725 .010234 2.30 0.021 .0035143 .0436308
svc_breadth | .052458 .0230032 2.28 0.023 .0073725 .0975435
invol_10pct | -.0561788 .025818 -2.18 0.030 -.1067811 -.0055764
_cons | -1.420717 .874694 -1.62 0.104 -3.135086 .2936517
-------------+----------------------------------------------------------------
v29422 |
hospital | .5296687 .2100133 2.52 0.012 .1180503 .9412872
mh | -.0741861 .1824389 -0.41 0.684 -.4317597 .2833876
othorg | -.1386789 .1368669 -1.01 0.311 -.4069331 .1295752
sanicotine~t | .0505129 .0209759 2.41 0.016 .009401 .0916248
svc_breadth | .0342173 .009774 3.50 0.000 .0150606 .0533739
phyimp | -.0611262 .0253105 -2.42 0.016 -.1107339 -.0115186
_cons | -.5084769 .2220102 -2.29 0.022 -.943609 -.0733449
-------------+----------------------------------------------------------------
/athrho | .0993535 .8370807 0.12 0.906 -1.541294 1.740001
-------------+----------------------------------------------------------------
rho | .0990279 .8288718 -.9123376 .9402268
------------------------------------------------------------------------------
LR test of indep. eqns. (rho = 0): chi2(1) = 0.01 Prob > chi2 = 0.9047
------------------------------------------------------------------------------
mfx compute, eqlist(v29424) predict(pcond) at (hospital=1, svc_breadth=12.6, numclient_100=7.1, invol_pct=3.9)
Marginal effects after heckprob
y = Pr(v29424=1|v29422=1) (predict, pcond)
= .48923093
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
hospital*| .2403324 .10073 2.39 0.017 .042913 .437752 1
mh*| .0919905 .11726 0.78 0.433 -.137838 .321819 .143725
othorg*| .0026067 .08942 0.03 0.977 -.172645 .177859 .425101
numc~100 | .0090431 .00395 2.29 0.022 .001307 .016779 7.1
svc_br~h | .0201245 .00859 2.34 0.019 .003293 .036956 12.6
inv~0pct | -.0215519 .00987 -2.18 0.029 -.040897 -.002207 3.5481
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
*
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