Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/