I am running an exponential hurdle model with an indicator variable for treatment status. In the example below, I estimate the model & then use margins to get the marginal effect of treatment status in the second stage. What I would like to do is also report the first stage coefficient for treat (ie. the selection equation) so that the coefficient is interpretable. Is there a way to call margins on the first stage so that I can report either the marginal effect or the odds ratio?
Code:
webuse fitness set seed 123 gen treat = runiformint(0,1) churdle exponential hours i.treat age i.smoke distance i.single, select(i.treat commute whours age) ll(0) nolog margins,dydx(i.treat)
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