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RE: st: machado mata stata


From   <sontag@sas.upenn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: machado mata stata
Date   Wed, 15 Jul 2009 12:48:44 -0400

If you click the first link after googling machado mata stata, 

http://www.alexandria.unisg.ch/Publikationen/40161

There are three files that are included toward the bottom of the webpage. 

The command is rqdeco, and the ado file can be downloaded from that page. 

Conor

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