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Re: st: Oaxaca and heckmanan


From   ncdcta00@uniroma2.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Oaxaca and heckmanan
Date   Tue, 02 Oct 2007 18:24:51 +0200

Thanks a lot Ben.


Quoting Ben Jann <ben.jann@gmail.com>:

Okay, things are different if you use -oaxaca-, since other than
-decompose- it does not report the selection effect. You should be
able to obtain it by running -oaxaca- twice and comparing the results.
Type

oaxaca male female
local raw = r(diff)
oaxaca male female, adjust(lambda1)
di "Difference due to selection = " `raw' - r(diff)

If you don't want to see the first output change the first line to

quietly oaxaca male female

ben



On 10/1/07, ncdcta00@uniroma2.it <ncdcta00@uniroma2.it> wrote:
Dear Ben,
The commands are:
probit active age age2 eduf1 eduf2 chl12 ch06f ch03f logincome if country==1
predict xb if e(sample), xb
gen lambda1=normden(xb)/norm(xb)

regress logwage eduf1 eduf2 experience exp2 occ1 occ2 occ3 occ4 occ5
occ7 occ8 occ9 sizemed sizelarge ten ten2 if wave==8 & hourwork>8 &
country==1 & male==1
estimates store male

regress logwage lambda1 eduf1 eduf2 experience exp2 occ1 occ2 occ3
occ4 occ5 occ7 occ8 occ9 sizemed sizelarge ten ten2 if wave==8 &
hourwork>8 & country==1 & female==1
estimates store female
oaxaca male female, adjust(lambda1)

results
. oaxaca male female, adjust(lambda1)
(high estimates: male; low estimates: female)

Mean prediction 1 = 2.36937
Mean prediction 2 = 2.041417

Coef. Std. Err. z P>z [95% Conf. Interval]

difference .3279525 .0415594 7.89 0.000 .2464976 .4094073


Linear decomposition

Total Coef. Std. Err. z P>z [95% Conf. Interval]

three-fold
endowments .1708579 .0461812 3.70 0.000 .0803443 .2613714
coefficients -5.682699 2.166054 -2.62 0.009 -9.928087 -1.437311
interaction 5.839793 2.166142 2.70 0.007 1.594234 10.08535

Thanks for your help.
Best,
Catia




Quoting Ben Jann <ben.jann@gmail.com>:

> Can you show me a copy of your commands and output?
> ben
>
> On 10/1/07, ncdcta00@uniroma2.it <ncdcta00@uniroma2.it> wrote:
>> Thanks a lot Ben for your help.
>> I try to use oaxaca but in the output I don't see the selection
>> effect, I use
>> oaxaca male female, adjust(lambda).
>> Thanks again.
>> Best,
>>
>>
>>
>> Quoting Ben Jann <ben.jann@gmail.com>:
>>
>> > The effect of selection is the remainder, i.e. the difference between
>> > the raw differential and the selection adjusted differential. It is
>> > reported at the end of -decompose-'s output ("... differential due to
>> > selection variable ...").
>> >
>> > Also have a look at the -oaxaca- command, available from the SSC
>> > Archive (type -ssc install oaxaca-), which is a successor of
>> > -decompose-.
>> >
>> > ben
>> >
>> > On 9/30/07, ncdcta00@uniroma2.it <ncdcta00@uniroma2.it> wrote:
>> >> Dear Statalist,
>> >> I try to do an estimation with oaxaca and heckman and I want to
>> >> separate the effects of selection, endowment and remuneration.
>> >> I use the command decompose, lambda(lbda) but this command return me
>> >> only two effects: endowment and remuration.
>> >> How I can separate the other effect (selection)?
>> >> I will appreciate any help to solve this problem.
>> >> Thanks in advance
>> >> Best,
>> >> Catia.
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