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st: machado mata stata
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
st: machado mata stata
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:
> -----Original Message-----
> From: email@example.com
> [mailto:firstname.lastname@example.org] On Behalf Of
> Austin Nichols
> Sent: 15 July 2009 15:37
> To: email@example.com
> Subject: Re: st: Date: Wed, 15 Jul 2009 09:17:21 +0100
> A Google search of "machado mata stata" turns up a lot of
> useful results, including
> with Stata code by Blaise Melly (2007)
> (see also
> 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."
> 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<firstname.lastname@example.org> 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 <email@example.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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