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st: Margin with two step estimator.
From
"Nakelse, Tebila (AfricaRice)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Margin with two step estimator.
Date
Thu, 2 Feb 2012 08:18:59 +0000
Dear Stata Users,
I've estimated a two-step equations. The first step is a logit and the second one is E(Y| p,X)= a + bp + cx +... where p is the predicted probability of the first step.
I want to use the margin command to have the predicted value of E(Y| p,X). But my problem is to tell to margin that I want him to predict p and after to predict E(Y| p,X) simultaneously.
What I have tried to do is to stack the b and V matrix of the two steps and give it to margins as his b and V matrix and write the full equation to be calculated by margin using the b elements as coefficients.
But the main problem is to access the coefficients of the b or the V matrix of stata.
Please is someone can help me ?
Tebila
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