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st: indirect effects of indep vars in selection model on dep var

From   Mirko Moro <>
Subject   st: indirect effects of indep vars in selection model on dep var
Date   Tue, 24 Jan 2012 14:16:40 +0100

Dear Statalisters,

I am interested in estimating the effect of  a variable Z on Y, where
Y can be either an ordered or a continuous variable. I know from my
theory that Z has an indirect effect on Y via a direct effect on W,
where W is a dummy variable. I also know that W and Z depends on
common set of factors F.

So I am thinking of estimating a system such as:

Y = Wa + Fb + e

Prob(W) = Zc + Fd + u.

I have cross-sectional data and I am thinking to use -treatreg- here
when Y is a continuos and or -cmp- by Roodman if Y is an ordered
response variable.

First, is this correct?

Second, one of my first research question is how much (the probability
of) Y changes because of Z via its indirect effect on W? Is it
possible to get an idea of the size of the indirect association?

A second research question linked to this would be how much the vector
F affects Y only via W?

In other words, I am not that interested in W itself...but in the size
of the indirect effects of the variables in the "selection model" .

Any suggestion on how these sizes could be reported and interpreted?

Best regards,


Mirko Moro
Lecturer in Economics
Economics Division
University of Stirling
Scotland (UK)
t: +44(0)1786467479
f: +44(0)1786467469
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