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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 >>>>> >>>> ========================================================== >>>> >>> * >>> * 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/ * * 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/

**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>

**Re: st: machado mata stata***From:*ChangHwan Kim <chkim.stata@gmail.com>

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