Decomposition of non-linear models using simulated residuals
AbstractThis paper proposes to decompose non-linear models deduced from a latent regression framework using the latent dependent outcome as dependent variable and the Oaxaca–Blinder decomposition technique. Values of the unobserved latent outcome are obtained using simulated residuals.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 116 (2012)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/ecolet
Blinder–Oaxaca decomposition; Non-linear models; Simulated residuals;
Other versions of this item:
- François-Charles Wolff, 2012. "Decomposition of non-linear models using simulated residuals," Working Papers hal-00694421, HAL.
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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