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Re: st: Marginal effects with an Heckman selection model
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Marginal effects with an Heckman selection model
Date
Mon, 16 Apr 2012 09:45:40 +0200
On Sun, Apr 15, 2012 at 8:30 PM, <[email protected]> wrote:
> I'm estimating the charitable giving of households thanks to administrative data's. To do so I'm estimating an exponential Heckman selection model (Wooldridge, 2nd edition, chapter 17) with the two step procedure.
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> I want to estimate the marginal impacts of my variables on the probability of giving to charities and on the amount given.
You do this by specifying the -predict()- option. You can see what you
can specify in that option by typing -help heckman postestimation- and
going to the entry on -predict-.
*----------- begin example --------------
webuse womenwk
heckman wage educ age, ///
select(married children educ age)
// marginal effects on
// the probability of working
margins, dydx(*) predict(psel)
// marginal effects on expected
// wage (not working is 0 wage)
margins, dydx(*) predict(yexpected)
// marginal effects on expected
// wage (excluding not working women)
margins, dydx(*) predict(ycond)
*----------- end example --------------
I leave it up to you how you are going to deal with the problem that
you get marginal effects on the log(donations) rather than donations.
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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