--- On Wed, 17/11/10, Lenka Vavroušková wrote me privately:
> I would like to ask you for a help. I have read all your > responses in relation to this topic on Stata website and it > seems that you are the expert in this field. > > Unfortunatelly I am not sure how I can calculate the > marginal effects after the heckman two-step estimation and > correctly interpret them. I used the mfx command (mfx, > predict(xb)) to calculate unconditional marginal effects and > I got the same values as the coefficients in outcome > equation. I read your explation for it and it makes sence > that the first derivation of linear function will be the > coefficient. > > Is there a command in STATA 10 which will allow me to get > the marginal effect which will represent the effect of the > unit change of the explanatory variable on the dependent > variable holding other variables at means? I would like to > get values that I can interpret like in this example: > > "Considering all the explanatory variables at their mean > value, a one year increase in education will cause a 11.6% > increase in women’s earnings, for those working, and a > 5.2% increase in the proportion of women working, > corresponding to a 17.4% increase in total women’s > earnings." > > Followed the Stata manual I used: mfx, predict(yexpected) > and I got the marginals effects that are much different from > the coefficients in outcome equation. But I am not so sure > how I can interpret them. The manual says that they are > marginal effects of all independent variables for the > expected value of the dependent variable. Would be the value > 17.4 % in example? > > Then used mfx, predict(psel) to obtain marginal effects for > the probability of being observed (would it be 5.2 % in > example?) > > and then use mfx, predict(ycond) to get the change in > dependend variable for "working woman" - like the number > 11.6 %? > > I have feeling that is not right :-( > > I have no logaritm or other mathematical transformations in > my variables. But I have dummy variables - for age, salary > and occupation. But there were not created in Stata, they > were already created as dummy variables in excel. My feeling > is that STATA will calculate the marginal effect to hold the > other dummy variables from the same group at mean instead of > 0 (I mean i.e. calculating marginal effect for the age group > 20-29, it would make sense to hold the other age groups at > 0) Is there is a way how deal with this? The Statalist FAQ explains why the way to ask for help is to contact the statalist and not individual members directly: <http://www.stata.com/support/faqs/res/statalist.html#private> The interpretation in terms of percentages comes from the log transformation of income that is common in economics. Since you do not do the log transformation the default output from -mfx- is in absolute terms (i.e. euros/kg/m/...) when it comes to the main equation. -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/ |
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