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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 >>>> >>> ========================================================== >>> >> * >> * 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/ >> >> > > > * * 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:*<sontag@sas.upenn.edu>

**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>

**st: machado mata stata***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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