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From |
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: machado mata stata |

Date |
Wed, 15 Jul 2009 15:52:47 +0100 |

I can't resist using Austin's reply below to introduce the list to the wonderful web site "Let me Google that for you: http://lmgtfy.com/?q=machado+mata+stata --Mark > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Austin Nichols > Sent: 15 July 2009 15:37 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Date: Wed, 15 Jul 2009 09:17:21 +0100 > > 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_Me > lly ) 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 > > ========================================================== > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: machado mata stata***From:*ChangHwan Kim <chkim.stata@gmail.com>

**References**:**st: Date: Wed, 15 Jul 2009 09:17:21 +0100***From:*"Stephen P. Jenkins" <stephenj@essex.ac.uk>

**Re: st: Date: Wed, 15 Jul 2009 09:17:21 +0100***From:*Austin Nichols <austinnichols@gmail.com>

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