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RE: st: machado mata stata
RE: st: machado mata stata
Wed, 15 Jul 2009 12:48:44 -0400
If you click the first link after googling machado mata stata,
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.
> Date: Wed, 15 Jul 2009 10:37:08 -0500
> From: firstname.lastname@example.org
> To: email@example.com
> 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
> 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:
>>> -----Original Message-----
>>> From: firstname.lastname@example.org
>>> [mailto:email@example.com] On Behalf Of
>>> Austin Nichols
>>> Sent: 15 July 2009 15:37
>>> To: firstname.lastname@example.org
>>> 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 wrote:
>>>> Amadou, if you find the paper that provides the code,
>>> please post the
>>>> reference/URL to the list
>>>> 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
>>>> I'll try to find the paper and send it to you privately.
>>>> 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
>>>>> Applied Econometrics/, Vol. 20, No. 4, 2005, pp. 445-465.
>>>>> Thanks, CH
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