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.toomet@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.bulling@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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