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Re: st: Oaxaca decomposition for Tobit
From
FARIDA HUSNA <[email protected]>
To
[email protected]
Subject
Re: st: Oaxaca decomposition for Tobit
Date
Mon, 17 Jan 2011 14:30:58 -0600
Marco,
You are not supposed to report for each variable. They are unstable
and not worth looking. The experts in the field of discrimination -
Blau, Oaxaca, Cotten, Blinder, Neumark, Khan, Polachek, Reimer,
Goldin, O Neill - do not report them.
The output created by "oaxaca.ado" is useless. It was written by Ben
Jann. He is making outlandish claims on how to do this but he is not
expert in this field. "nldecompose.ado" is by Sinning, Hahn, and
Bauer. Two of them are active researchers in the filed of gender
discrimination. You should go back to "nldecompose.ado"
Cheers,
FARIDA
On Mon, Jan 17, 2011 at 10:59 AM, Marco Ercolani
<[email protected]> wrote:
>
> 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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