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st: Quantile regression: determine to which quantile an individual belongs


From   "Maria Juul Hansen" <maria@lindely.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Quantile regression: determine to which quantile an individual belongs
Date   Wed, 17 Apr 2013 13:09:19 +0200

Dear list members

I am using ?sqreg- in Stata 12.0. 
I run a quantile regression on a cross-section data set containing
individuals from the Danish labor market aged 40-55. 
My analysis should try to detect whether there is an unexplained gender wage
gap in my sample (a negative coefficient on my gender dummy). My
LHS-variable is log(wage).
I divide my control variables into 2 groups (see below) and start by
controlling for group 1. After having run my regression on the variables
from group 1, I add group 2.
Group 1: experience, tenure and education. 
Group 2: sector, industry, geography and other variables specific to the
job.

After having controlled for group 2 variables, the gender wage gap seems to
increase at the median compared to the gap estimated in the model that only
includes group 1 variables. 
Therefore I would like to find out why this is so by investigating whether
women (at the median) primarily work in that industry, geographic region
etc. that pays the highest wages.
In order to do this, I have considered obtaining the residuals for each
individual. Then I would find the quantiles of the residuals. By comparing
the residual of each individual with the quantiles just defined, I determine
which quantile each individual belongs to.
In that way I hope to be able to say what characterizes the women belonging
to the median.  

Do any of you know whether the residuals can be used in this way for
defining the quantile each individual belongs to? References to work dealing
with this issue would be highly appreciated. 

I thank you in advance!

Best regards,
Maria



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