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RE: st: FW: Marginal effects for the two-part model


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: FW: Marginal effects for the two-part model
Date   Wed, 2 Feb 2011 08:20:12 +0000 (GMT)

--- On Wed, 2/2/11, Michael Palmer wrote:
> I also thought this was the case (independent me) until I
> read a few papers that argue otherwise.
> 
> See for example, http://repec.rwi-essen.de/files/REP_09_138.pdf. 

What is discussed there is the two-step estimator for the 
heckman model. The difference between that and your two-part 
model is that in that model the dependence is included by deriving
the inverse Mill's ratio from the selection model, add it to the
OLS model, and adjust the standard errors. Since you did not 
include the inverse Mill's ratio in your OLS model, your models
are independent and thus the regression parameters are your 
marginal effects.

If you want to use the two-step estimator, you should use 
-heckman- and specify the -twostep- option.

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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