Hi Ott
The reason for calculating would be to add context to the OLS estimates
(from the probit) - e.g. a 1 year increase in age might increase the
dependent variable by 1 unit, but given that the selection model is based on
a subset of the full data set, if the probability of reaching the selection
criteria falls with age, then a 1 year increase in age will have a slightly
lower impact on the outcome dependent taking the two combined.
Agree completely on dummies and factor variables - although a part of me
thinks that they shouldn't complicate things too much...
Many thanks to you both. I will let you know how I get on!
Mark
2010/1/4 Ott-Siim Toomet ott.too...@ut.ee
Hi Mark,
why do you need that? If your task is to estimate how much your y changes
if x change, why not use simple OLS? (Well, right, you should be able to
use sampleSelection as well).
It shouldn't probably be hard to compute it -- it is just OLS marginal
effect + som kind of derivative of Inverse Mills Ratio. A little more
tricky question is, what to do with dummies and factor variables.
As Arne told, we are open to incorporate your changes!
Best,
Ott
Hi Mark!
On Sun, Jan 3, 2010 at 9:08 PM, Mark Bulling
mark.bull...@googlemail.com wrote:
Hi there
Within sampleSelection, I'm trying to calculate the marginal effects for
variables that are present in both the selection and outcome models.
For example, age might have a positive effect on probability of
selection,
but then a negative effect on the outcome variable. i.e.
Model-selection(participation~age, frequency~age, ...)
Documentation elsewhere describes one method for doing this in Stata
based
on Sigelman and Zeng: http://polisci.osu.edu/prl/Selection%20Models.pdf
-
see page 16.
I'd like to replicate this in r, but wanted to check I'm not reinventing
the
wheel, before doing so.
I don't know a function/method that does this in R. So if you want to
implement this in R, I suggest that you add a marginalEffects (or
similar) method for objects of class selection to the
sampleSelection package. You can get (write) access to the source
code of this package on R-Forge [1]. Please let me (and Ott) know if
you need any assistance.
[1] http://r-forge.r-project.org/projects/sampleselection/
/Arne
--
Arne Henningsen
http://www.arne-henningsen.name
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