--- In [email protected], Ramani Gunatilaka
> I am trying to apply the Shapley decomposition method to household
> consumption data.
> I am wondering if there is a short cut to do the following subroutine.
I have -shapley- ado-file available from my web-page (the server is down
sometimes; there should be a copy at SSC although it might be quite old).
The best way to proceed within the context of that program is to generate
foreach x of varlist <<your variables here>> {
gen VVV`x' = `x'
}
then
regress depvar VVV*
which would give you the coefficients to use later, and then run my
-shapley- with a subroutine that would do something like
cap prog drop MyShapley
prog define MyShapley
syntax varlist
foreach x of varlist <<your variables here again>> {
replace VVV`x' = `x'
}
foreach x of varlist `varlist' {
sum `x'
replace VVV`x' = r(mean)
}
cap drop predicted
predict predicted
* do whatever you need with that predicted variable
end
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- [email protected]
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