Re: [R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
Dear Marinella Implementing a function in the sampleSelection package that calculates marginal effects is still on my to-do list but I probably won't implement it soon, because I have many other things with higher priority. Sorry! However, you are invited to implement this feature in the sampleSelection package; I would assist you with this. Best regards, Arne On Mon, 28 Dec 2020 at 15:22, Marinella Cirillo via R-help wrote: > > Dear Arne, > > I have just read the exchange of messages with Mark Bulling.I was wondering > if you have discovered/developed a function to calculate the marginal effects > of the selection and outcome equations (sampleSelection). > > > > Thank you > > Marinella > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
Dear Arne, I have just read the exchange of messages with Mark Bulling.I was wondering if you have discovered/developed a function to calculate the marginal effects of the selection and outcome equations (sampleSelection). Thank you Marinella [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
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 [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection
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. Any help is much appreciated. Best regards Mark [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
