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Re: st: Date: Wed, 15 Jul 2009 09:17:21 +0100


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Date: Wed, 15 Jul 2009 09:17:21 +0100
Date   Wed, 15 Jul 2009 10:36:38 -0400

All--
A Google search of "machado mata stata" turns up a lot of useful
results, including
http://www.alexandria.unisg.ch/Publikationen/40161
  with Stata code by Blaise Melly (2007)
  (see also http://www.alexandria.unisg.ch/publications/citation/Blaise_Melly )
http://ftp.iza.org/dp3428.pdf
  in which the authors "thank Yuriy Gorodnichenko and Klara
Sabirianova Peter for providing
  us with their Stata routine of the Machado-Mata methodology of wage
decompositions."
http://ftp.iza.org/dp4246.pdf
  which says (in fn.4):
This description of the simulation procedure follows Machado and Mata
(2005). Standard errors for the
estimated quantiles of the counterfactual distribution that is
generated in this way can be found by
bootstrapping, as described in Machado and Mata (2005), or by applying
the asymptotic results given in
Albrecht et al. (2009). An alternative procedure for simulating
Ft,s(y) is as follows:
(i) Estimate βs(q) for a grid of values, e.g., q = 0.01, 0.02, etc.
(ii) Multiply each estimated quantile regression coefficient vector by
each x in year t’s
empirical distribution of observables.
Variations on this alternative procedure have been used by Albrecht et
al. (2003), Autor et al. (2005) and
Melly (2007). Standard errors for the estimated quantiles of the
counterfactual distribution that is generated
using this alternative procedure can again be found by bootstrapping
or by applying the asymptotic results
given in Melly (2007). The results presented in this paper were
generated using a STATA program written
by Blaise Melly. This program implements the procedure described in
this footnote and gives bootstrapped
standard errors. We have replicated our results using the STATA
program written by Aico van Vuuren.
This program implements the original Machado and Mata (2005) algorithm
and gives the asymptotic
standard errors derived in Albrecht et al. (2009). The results using
the two different programs are
essentially identical.

On Wed, Jul 15, 2009 at 4:18 AM, Stephen P. Jenkins<stephenj@essex.ac.uk> wrote:

> Amadou, if you find the paper that provides the code, please post the
> reference/URL to the list
>
> Stephen

> ------------------------------
> I've just seen this thread.
>
> I recall a paper doing a similar decomposition using quantile
> regression and they provide a stata code at the end (in the case of
> vietnam).
> I'll try to find the paper and send it to you privately.
>
> Bachir.
>
> 2009/7/14, ChangHwan Kim <chkim.stata@gmail.com>:
>> OK. Here is the full reference.
>>
>> José A. F. Machado and José Mata, "Counterfactual Decomposition of
>> Changes in Wage Distributions using Quantile Regression", /Journal
> of
>> Applied Econometrics/, Vol. 20, No. 4, 2005, pp. 445-465.
>>
>> Thanks, CH
> ==========================================================

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