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st: compute standard errors with delta method of decomposed (in two parts) mfx from heteroskedastic probit model
From
Luca Fumarco <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: compute standard errors with delta method of decomposed (in two parts) mfx from heteroskedastic probit model
Date
Fri, 13 Jan 2012 15:32:26 +0100
Dear Statalisters,
First, happy new year!
I am implementing a statistical decomposition to size the discrimination in the labour market, at a very early stage.
For that, I am using a technique presented in Neumark (August 2011, page 19/20) -this is the most recent version of the working paper that I have found-.
It is simply the decomposition of the marginal effect of ethnicity/race in the heteroskedastic probit model. Whilst it is simple to compute the two parts, I do not know how to compute the standard errors (he used the dealt-method)
-> How can I compute the s.e. of those two parts?
-> Do you know whether a command for the authomatic implementation of such decomposition already exists on Stata?
Luca Fumarco
Ph.D. Student
Linnæus University
School of Business and Economics
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