Rqdeco: a Stata module to decompose differences in distribution

Item Type Monograph (Working Paper)
Abstract

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Rqdeco is a Stata command computing a decomposition of differences in distributions using quantile regression. It is a generalization of the Oaxaca/Blinder decomposition since it decomposes observed differences into a part explained by differences in characteristics and a part explained by differences in coefficients. It is very similar to the Machado/Mata decomposition. See Melly (2006) for a precise description of the estimator and its statistical properties:
http://www.alexandria.unisg.ch/publications/22644. Rqdeco3 decomposes differences in distribution into three components: characteristics, median coefficients and residuals. It is conceptually similar to the Juhn, Murphy and Pierce (1993) decomposition but allows for heteroscedasticity. This estimator has been defined and applied in Melly (2005): http://www.alexandria.unisg.ch/publications/14991.
If you use these commands in your work, please cite the related paper.

Authors Melly, Blaise
Language English
Keywords Stata, quantile regression, quantile treatment effects, decomposition, counterfactual distributions, discrimination, Oaxaca, Blinder, Machado, Mata
Subjects other research area
HSG Classification not classified
Refereed No
Date 2007
Publisher mimeo
Depositing User Blaise Melly
Date Deposited 18 Sep 2007 14:28
Last Modified 30 Apr 2017 19:26
URI: https://www.alexandria.unisg.ch/publications/40161

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Citation

Melly, Blaise: Rqdeco: a Stata module to decompose differences in distribution. , 2007,

Statistics

https://www.alexandria.unisg.ch/id/eprint/40161
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