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Re: st: command for non linear decomposition using a multinimial logit


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: command for non linear decomposition using a multinimial logit
Date   Wed, 22 Feb 2012 10:08:26 -0500

arlette simo fotso <fotsoarlette@gmail.com>
See also the SJ:
http://www.stata-journal.com/sjpdf.html?articlenum=st0151
http://www.stata-journal.com/sjpdf.html?articlenum=st0152
The latter says:
regress, logit, probit, ologit, oprobit, tobit, intreg, truncreg,
poisson, nbreg, zip, zinb, ztp, and
ztnb are supported.

Can you reframe your multinomial logit as -ologit- or as several
-logit- models, one for
each category in the -mlogit- outcome?


On Wed, Feb 22, 2012 at 9:46 AM, Stas Kolenikov <skolenik@gmail.com> wrote:
> On Wed, Feb 22, 2012 at 5:45 AM, arlette simo fotso
> <fotsoarlette@gmail.com> wrote:
>> Can any one please tell me if it exists a Stata commands for doing an
>> Oaxaca-Blinder decomposition using a multinomial logit (or multinomil
>> probit) model?
>
> As Maarten said, this is not at all straightforward. One reason is
> that the binary dependent variable estimate the ratio beta/sigma,
> where sigma has to take all of the unaccounted variability, and they
> do so by arbitrarily fixing sigma. Thus if one of the groups has a
> greater variability in the error term, the estimated coefficients will
> not be comparable between two groups. Also, the scale of the
> coefficients may change as you add regressors with good explanatory
> power (which would in turn decrease the residual variance).
>
> Some additional Stata-related materials on O-B decomposition can be
> found at http://ideas.repec.org/p/ets/wpaper/5.html and
> http://econpapers.repec.org/paper/bocdsug07/04.htm.
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