Nihan Blanchy <[email protected]>:
See also
http://ftp.iza.org/dp877.pdf
and other related papers by Yun at http://www.iza.org.
On Thu, Jun 19, 2008 at 5:52 AM, Maarten buis <[email protected]> wrote:
> --- Nihan Blanchy <[email protected]> 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
> research.
>
> 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
> -stcox-.
>
> Hope this helps,
> Maarten
>
> Buis, M.L. (2008). Direct and indirect effects in a logit model.
> http://home.fsw.vu.nl/m.buis/wp/ldecomp.html
>
> 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.
>
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