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 sampleSel
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]]
___
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 selec
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 Inve
Hi Mark!
On Sun, Jan 3, 2010 at 9:08 PM, Mark Bulling
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
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<-selecti
6 matches
Mail list logo