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st: marginal effects for treatment models


From   Sean Michael Bolks <[email protected]>
To   [email protected]
Subject   st: marginal effects for treatment models
Date   Fri, 2 Jan 2004 08:45:49 -0600 (CST)

I have two questions for the list.  I have been using the treatreg command
to examine a treatment effects model.  I am interested in obtaining the
marginal effecets of the independent variables of all equations for the
expected value of the dependent variable.  I realize that the marginal
effect of a variable is composed of the selection equation and outcome
equation.  For a Heckman model, the marginal effect transformation is

dE[y| z*>0]/dx = beta - (alpha*rho*simga*delta(alpha))

where delta(alpha) = inverse Mills' ratio *(inverse Mills' ratio *
selection prediction)

The overall treatment effect employs a similar transformation using the
condition of the treatment minus the condition of no treatment.

However, how does one calculate the marginal effects for particular
variables in a treatment model?

Second, I have looked at the mfx command.  There is the following for
heckman:

mfx compute, predict(yexpected)

This would give me what I am looking for, but it does not appear to be
an option for treatreg--I get the following message:

option yexpected not allowed

Any suggestions would be greatly appreciated.

Sean Bolks


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