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st: RE: Decomposition of selmlog estimates


From   "Ben Jann" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Decomposition of selmlog estimates
Date   Mon, 9 Jan 2006 16:10:37 +0100

Sumon has problems using -oaxaca- after -selmlog- (see
http://www.crest.fr/pageperso/lmi/gurgand/selmlog.htm).

The coefficients vector returned by the -selmlog- 
command contains coefficients associated with variables 
that do not exist in the data. -oaxaca- breaks while 
trying to compute the means of these variables.

The solution to the problem is to add such variables 
back to the data before executing -oaxaca-. The added 
variables should contain all zeros (to ensure that 
they have no effect on the decomposition results). 

Example:

 . sysuse auto, clear
 . gen byte replow = rep78<4
 . gen price2 = price if foreign==0
 . reg price2 weight
 . selmlog price2 weight if replow==1, sel(foreign = turn)
 . est sto replow
 . selmlog price2 weight if replow==0, sel(foreign = turn)
 . est sto rephigh
 . gen byte _m0=0
 . gen byte _m1=0 
 . oaxaca replow rephigh 

Hope this helps,
ben

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Sumon Bhaumik
> Sent: Saturday, January 07, 2006 11:47 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Decomposition of selmlog estimates
> 
> Hi,
> 
> The Oaxaca command can now be used to decompose differences between
the
> LHS varriable of two groups of economic agents following both OLS and
> Heckman selection models. But it still cannot be used for
decomposition if
> the selection model is of the Bourguignon et al type, i.e., if the
command
> if "selmlog" instead of "Heckman". Is there any way to use Oaxaca or a
> similar command after selmlog?
> 
> Regards,
> 
> Sumon

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