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Re: st: Decomposition method for discrete-time event-history models?


From   Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Decomposition method for discrete-time event-history models?
Date   Thu, 8 Sep 2011 18:21:56 -0400

What you call discrete-time event-history models is known in economics
and other fields as survival analysis, and what you call Fairlie's
method is actually an extension of what labor economists know as the
Blinder-Oaxaca decomposition. It is important to provide full
references when writing to Statalist, so people in other fields can
understand your problem.

Now, survival models can be seen as a non-linear model, so the
extension of Blinder-Oaxaca to non linear models could be used. The
theory behind this approach is in this presentation and the references
therein:

http://www.stata.com/meeting/5german/SINNING_stata_presentation.pdf

An extension of the Blinder-Oaxaca decomposition for survival models
is given in this paper.

http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9531.2009.01211.x/abstract

Hope this helps,
_______________________
Jorge Eduardo Pérez Pérez




On Thu, Sep 8, 2011 at 5:25 PM, Bryan Sayer <bsayer@chrr.osu.edu> wrote:
> I am not familiar with Farlie, but you might take a look at predictive
> margins.  You can use the difference of the predicted margin between
> groups to do lots of things.
>
> Bryan Sayer
> Monday to Friday, 8:30 to 5:00
> Phone: (614) 442-7369
> FAX:  (614) 442-7329
> BSayer@chrr.osu.edu
>
>
> On 9/8/2011 5:12 PM, Timo Kauppinen wrote:
>> Hello,
>>
>> I have a simple question for which I haven't been able to find an
>> answer, though. Is there a decomposition method similar to Fairlie's
>> method (for example) that could be used with person-period data and a
>> discrete-time event-history (logit) model? I guess that it is not OK
>> just to use fairlie, given the data structure? The groups to be
>> compared have unequal sizes. The gap to be decomposed is a difference
>> in the probability of entry to home-ownership between two groups.
>>
>>
>>
>> Timo Kauppinen Department of Social Research Sociology FI-20014
>> University of Turku FINLAND
>>
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