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Multiple equation models: Estimation and marginal effects using gsem
Starting point: A hurdle model with multiple hurdles In a sequence of posts, we are going to illustrate how to obtain correct standard errors and marginal effects for models with multiple steps. Our...
View ArticleMultiple equation models: Estimation and marginal effects using mlexp
We continue with the series of posts where we illustrate how to obtain correct standard errors and marginal effects for models with multiple steps. In this post, we estimate the marginal effects and...
View ArticleMultiple-equation models: Estimation and marginal effects using gmm
We estimate the average treatment effect (ATE) for an exponential mean model with an endogenous treatment. We have a two-step estimation problem where the first step corresponds to the treatment model...
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