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st: machado mata stata


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
> > ==========================================================
> 
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