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Re: st: Heckprob - Why no margins in selection equation?


From   James McJoseph <[email protected]>
To   [email protected]
Subject   Re: st: Heckprob - Why no margins in selection equation?
Date   Tue, 30 Nov 2010 15:35:08 +0200

much, thanks.

On Tue, Nov 30, 2010 at 3:27 PM, Maarten buis <[email protected]> wrote:
> --- On Tue, 30/11/10, James McJoseph wrote:
>> Could someone enlighten me plse. I use stata 11. I
>> estimated -heckprob-. I requested -margins, dydx(_all)-.
>> Stata gives me margins for the obejective equation
>> only. For the selection equation, it gives "missing".
>> Why?
>
> A marginal effect is the first derivative of some
> outcome measure with respect to explanatory variables.
> In models like -heckprob- there are multiple outcome
> measures posible: the marginal probability of success,
> the probability of success given that someone is selected,
> the probability of being selected, etc. So -margins-
> needs to know what outcome measure you mean. By default,
> it looks at the predict option of your command, in this
> case -heckprob-, and looks at the default prediction and
> assumes that that is what you want. You can (and should)
> find out yourself what that default is by typing in Stata
> -help heckprob postestimation-. Then you will find that
> the default prediction of -heckprob- is the marginal
> probability of succes, so it makes no sense to have that
> marginal effect type for the selection equation and Stata
> wisely keeps them missing. You can change your outcome
> measure by specifying the -predict- option in -margins-.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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