| Item Type |
Monograph
(Working Paper)
|
| Abstract |
WARNING: this page is no longer updated. Go to http://www.econ.brown.edu/fac/Blaise_Melly/ to find the current version of the codes.
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 |
Rqdeco: a Stata module to decompose differences in distribution
![[img]](http://www.alexandria.unisg.ch/style/images/fileicons/oa_orange.png)
