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st: margins after heckprob result in changing signs


From   [email protected]
To   [email protected]
Subject   st: margins after heckprob result in changing signs
Date   Sat, 03 Sep 2011 17:56:52 +0200

Hello everyone,

I hope anyone can help.

So I ran a heckprob and now I would like to obtain marginal effects. Once for the selection and once for the objective function.
First I ran:
 margins , predict(psel) dxdy(<<varlist>>). This works correctly. Fine.
Then I ran:
margins, predict(pcond) dxdy(<<varlist>>). And then I obtained marginal effects that partially didn't have the correct sign anymore. I mean positive coefficients from the heckprob come up with negative marginal effects.

Is that possible at all? What did I do wrong?

Thank you, Vanessa.
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