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RE: st: Conditional marginal effects in heckprob
From
"Garrido, Melissa" <[email protected]>
To
<[email protected]>
Subject
RE: st: Conditional marginal effects in heckprob
Date
Mon, 23 Aug 2010 12:59:29 -0400
Thank you, Maarten; that helped a lot.
Melissa
________________________
I assume that with conditional marginal effects you
mean the marginal effect on the predicted probability
of success conditional on selection. In that case
you need to add the -predict(pcond)- option. Right
now, you are estimating the marginal effect on
probability of success.
The -predict()- option in -margins- determines what
your response/dependent/explained/y variable is, and
if you do not specify it, it will assume that it is
the default for -predict-. If you look at
-help heckprob postestimation-, you will see that the
default is -pmargin-, which is described as
"the default, calculates the univariate (marginal)
predicted probability of success; Pr(depvar=1)"
You probably want:
"pcond calculates the conditional (on selection)
predicted probability of success; Pr(depvar=1 |
depvar_s=1) = Pr(depvar=1, depvar_s=1)/Pr(depvar_s=1)."
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
-----Original Message-----
From: Garrido, Melissa
Sent: Monday, August 23, 2010 10:14 AM
To: '[email protected]'
Subject: Conditional marginal effects in heckprob
Hi -
I have a question about the -margins- command in Stata 11, when used
after heckprob.
I want to get conditional marginal effects of my outcome variable, but
I'm not sure whether I have the correct syntax (and haven't found the
answer in the help files).
Is the default option within -margins- to calculate the conditional
marginal effect, or is there something additional I need to specify?
Here is what I have:
****
heckprob diedvsroutinetotal = $indepvar , select (not_transfer =
$indepvar $instruments)
/*Marginal effects at means:*/
margins, dydx(*) atmeans
/*Average marginal effect:*/
margins, dydx(*)
***
Thank you,
Melissa
--------------------------------------------------------------------
Melissa Garrido, PhD
Research Health Science Specialist
GRECC/REAP, James J Peters VA Medical Center
130 West Kingsbridge Road
Bronx, NY 10468
718-584-9000 x 3804
[email protected]
Assistant Professor
Department of Geriatrics & Palliative Medicine
Box 1070
Mount Sinai School of Medicine
One Gustave L. Levy Place
New York, NY 10029
[email protected]
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