R help - Jan 2010 - 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]]

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