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st: Heckman unconditional marginal effects decomposition for dummy variables


From   Adri Bestazza <[email protected]>
To   [email protected]
Subject   st: Heckman unconditional marginal effects decomposition for dummy variables
Date   Fri, 7 May 2010 21:50:25 +0100

Dear Statalisters,

Suppose I run:

heckman a b c d, select(b c d e f)

where "b" & "c" are continuous variable, whereas "d" is a dummy ("e" &
"f" are selection instruments not relevant for my question)

Suppose I want to apply the decomposition for unconditional marginal
effects for dummies:

E1(y)-E0(y)=P1(y>0)[E1(y|y>0)-E0(y|y>0)]+E0(y|y>0)[P1(y>0)-P0(y>0)]

following Stata Technical Bulletin, July 2000, for the Tobit model.

Let us say I want to find E1(y|y>0) & P0(y>0) for the dummy "d" at first

Would I do right if I ran:

heckman a b c d, select(b c d e f)
mfx compute if d==1, predict(ycond)
mfx compute if d==0, predict(psel)

?

If not, what stata command should I use to find E1(y|y>0) & P0(y>0)?

Many thanks in advance!

Best,

Adri

PS I'm using Stata 10.1
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