I need some help with calculating marginal effects of dummy variables in a
log-linear model after adjusting for sample selection and endogeneity
biases. I would truly appreciate any help on this.
In my model, the final outcome variable is log_y which is only observed if
selection_var=1. Both log_y and selection_var are also affected by a common
endogenous variable (endo). selection_var and endo are both dummies.
Then I predict Inverse Mills Ratio (imr) for selection_var, followed by:
treatreg log_y x1 x2 imr, treat(endo=x1 x2 x3)
This gives me a coefficient for endo but I dont know how this would be
interpreted because endo also indirectly appears through IMRs. Can you
kindly suggest how to estimate the marginal effect of endo on y?