[R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection

[Arne Henningsen]

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