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Re: st: machado mata stata


From   ChangHwan Kim <chkim.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: machado mata stata
Date   Wed, 15 Jul 2009 10:37:08 -0500

Thank you for your superior googling. So, where is the code? I also
googled it, but I can't see the code.

Melly's Stata code is for his new decomposition which is not the exactly
same as Machado & Mata, although it is said to yield essentially
identical results. Many articles explain the procedure to conduct
Machodo & Mata with appreciation to contributors who provided them the
code.

If it is a rule to write my own code, that's fine, I will do that. I
just wish I can appreciate someone when (s)he shows me the code like the
authors in other papers I googled.

btw, "http://lmgtfy.com"; looks cool.

Best, ChangHwan


Schaffer, Mark E wrote:
> 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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>>     
>
>
>   

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