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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. * * 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: command for non linear decomposition using a multinimial logit***From:*arlette simo fotso <fotsoarlette@gmail.com>

**Re: st: command for non linear decomposition using a multinimial logit***From:*Stas Kolenikov <skolenik@gmail.com>

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