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Re: st: estimating distribution functions from Kernel densities


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estimating distribution functions from Kernel densities
Date   Thu, 9 Oct 2008 17:04:45 -0400

Henrique Neder <hdneder@ufu.br> :
I think you need to be more clear about what you mean to do. The DFL
approach reweights the data to obtain the counterfactual density.  If
you are interested in an inequality measure for the reweighted
distribution, can't you just compute the measure using your new
weights, using e.g. a program by Stephen Jenkins et al. (findit
svygei, findit ineqdeco)?

DiNardo, J., N.M. Fortin, and T.Lemieux (1996) "Labour Market
Insitutions and the Distribution of Wages, 1973-1992: A Semiparametric
Approach," Econometrica, 64(5): 1001-1044.


On Thu, Oct 9, 2008 at 4:52 PM, Henrique Neder <hdneder@ufu.br> wrote:
> Dear Stata listers
>
>
> I am studying the methodology of decomposition of Dinardo, Fortin and
> Lemieux, known as Dfl. I need to estimate the inter-quantile deviation, the
> Gini index and the Theil index for Kernel density functions. There would be
> some method (for example, numerical integration) to do this using Stata?
>
> Henrique Neder
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