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Re: st: oaxaca blinder decomposition after cox

From   Maarten buis <>
Subject   Re: st: oaxaca blinder decomposition after cox
Date   Thu, 19 Jun 2008 10:52:13 +0100 (BST)

--- Nihan Blanchy <> wrote:
> I try to implement the Oaxaca-Blinder decomposition after semi
> parametric cox regression to measure the extent to which the
> differences in predicted hazard rates out of unemployment between
> two different groups can be explained by differences in their
> average observable characteristics.

These decomposition techniques rely heavily on linearity, as this will
cause many complications to cancel out. As a consequence they don't
play well with non-linear models like -stcox-, -logit-, etc. How to
make them work in these non-linear models is still an area of active

One approach that you might be able to extend to xtcox is by Robert
Fairlie (1999, 2003, 2005), implemented by Ben Jann in Stata as the 
-fairlie- package, which can be downloaded from -ssc-. Notice that this
package is not directly applicable to -stcox-, but my hunch is that the
principle can be extended to -stcox-. 

An alternative approach that might also work is by Erikson and
collegues (2005), which is implemented by me as the -ldecomp- package,
also downloadable form -ssc- and discussed in (Buis 2008). Again, I am
talking about the principle, the package is not directly applicable to 

Hope this helps,

    Buis, M.L. (2008). Direct and indirect effects in a logit model.

    Erikson, R, J.H. Goldthorpe, M. Jackson, M. Yaish, D.R. Cox (2005).
 On class differentials in educational attainment.  Proceedings of the
National Academy of Science, 102(27): 9730-9732.

    Fairlie, Robert W. (1999). The Absence of the African-American
Owned Business: An Analysis of the Dynamics of Self-Employment. Journal
of Labor Economics 17(1): 80-108.

    Fairlie, Robert W. (2003). An Extension of the Blinder-Oaxaca
Decomposition Technique to Logit and Probit Models. Economic Growth
Center, Yale University Discussion Paper No. 873.

    Fairlie, Robert W. (2005). An extension of the Blinder-Oaxaca
decomposition technique to logit and probit models. Journal of Economic
and Social Measurement 30: 305-316.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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