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st: Oaxaca decomposition for Tobit


From   Marco Ercolani <m.g.ercolani@bham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Oaxaca decomposition for Tobit
Date   Mon, 17 Jan 2011 16:59:10 +0000

Dear All,

I wish to carry out detailed Blinder-Oaxaca variable-level decompositions for a Tobit regression. Can anyone suggest a useful "ado" script?

I have been using the excellent "oaxaca.ado" by Ben Jann but this does not accommodate tobit estimation. "oaxaca.ado" is excellent because it includes detailed decompositions for each variable and it will automatically bootstrap the confidence intervals.

I also know that the very good "nldecompose.ado" can cope with Tobit but it does not provide individual variable decompositions.

A very old version of oaxaca.do did seem to work for Tobit because it used stored estimates to carry out the decompositions but this version no longer exists.

I suspect the problem is that in Tobit we can define more than one marginal effect per variable and it is therefore not obvious which marginal effect to choose when carrying out the Blinder-Oaxaca decomposition.

I'd be grateful for any suggestions.

Yours,
 Marco.


Dr Marco G. Ercolani
Department of Economics
University of Birmingham
Edgbaston, B15 2TT

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