(posted in statalist as well with no answer)
I am trying to find marginal effects from a system of equations that I estimated using an user written command -cmp- (Roodman, 2009) in STATA. I have a three stage problem: first stage is a participate/no participate decision which uses a probit model. Second stage is intensity of participation which could be 0, 1, 2 or 3; which I estimate using an ordered probit model. And the last stage is magnitude of participation ($ amount) which is a log-linear regression (this stage has four equations, one corresponding to each intensity level).
After I estimate the system with -cmp-, I want to find the marginal effects of the explanatory variables in the third stage (for all four equations) conditional on the intensity from the second stage. Can anyone help me with how to do this in STATA? I probably need to include some conditional options with the -margins- command, but I am unable to find the right command yet.
Thanks,
Anwesha