Rqdeco: a Stata module to decompose differences in distribution

WARNING: this page is no longer updated.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.