0
$\begingroup$

I am trying to read on how to interpret interaction effects in Heckman's selection model and come across with this article On Marginal and Interaction Effects: The Case of Heckit and Two-Part Models. The authors mention that they use a stata command to calculate the effects yet to specify what they used.

Let assume the regression of interest: $$ y = \alpha_0 + \alpha_1 x_1 + \alpha_2 x_2 + \alpha_i x_1*x_2 + \beta X + \epsilon $$ where $y$ is the limited dependent variable and $X$ is a set of controlling variable.

I am interested in interpreting $\alpha_i$, that is effect of the interaction term between $x_1$ and $x_2$.

Could any one please point out how to calculate, and interpret, the interaction effects in Heckit/Tobit model using Stata?

Thank you!

$\endgroup$
8
  • $\begingroup$ Be specific about your request: Are you asking for the Stata command for Heckman/Tobit or are you asking for the marginal effects from Heckman/Tobit? $\endgroup$ Jul 24, 2015 at 0:24
  • $\begingroup$ Hi! I am asking for the Stata command for marginal effects of INTERACTIONS terms from Heckman/Tobit. I have edited my question. $\endgroup$
    – Khan
    Jul 24, 2015 at 0:45
  • $\begingroup$ Does this post help? $\endgroup$
    – dimitriy
    Jul 24, 2015 at 1:51
  • $\begingroup$ Are $x_1$ and $x_2$ continuous or binary? $\endgroup$
    – dimitriy
    Jul 24, 2015 at 6:02
  • 1
    $\begingroup$ @Thien I don't know the altruism literature at all, so can't help you there. $\endgroup$
    – dimitriy
    Jul 24, 2015 at 21:19

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.