Interpreting coefficient in selection and outcome Heckman models in sampleSelection
Hi Mark! On Sun, Jan 3, 2010 at 9:08 PM, Mark Bulling
<mark.bulling at 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