Re: st: RE: marginal effects after Heckman

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Tue, 30/3/10, Adri Bestazza wrote:
> I was wondering whether there was any
> built-in command in STATA 10 for the McDonald and
> Moffitt decomposition method for the marginal effects
> of the Heckman model, for both continuous and binary
> exogenous variables.

-findit McDonald and Moffitt- does not return any 
results...

> the mfx command in Stata returns marginal effects and
> standard errors. How to get standard errors when the
> decomposition is done manually?

http://www.stata.com/support/faqs/stat/deltam.html
alternatively you could try -nlcom-.

> is there a way to derive the mean of the unconditional
> marginal effects associated with the values of each
> explanatory variable instead?

Yes, but you'll have to upgrade to Stata 11 use the 
-margins- command. In Stata 10 you could use the 
-margeff- commands if you are willing to settle for
average partial effects rather than average marginal
effects. To install type in Stata: -ssc install margeff-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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