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Counterfactual distributions with sample selection adjustments: Econometric theory and an application to the Netherlands

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Author Info
Albrecht, James
van Vuuren, Aico
Vroman, Susan

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Abstract

Several recent papers use the quantile regression decomposition method of Machado and Mata [Machado, J.A.F. and Mata, J. (2005). Counterfactual decomposition of changes in wage distributions using quantile regression, Journal of Applied Econometrics, 20, 445-65.] to analyze the gender gap across log wage distributions. In this paper, we prove that this procedure yields consistent and asymptotically normal estimates of the quantiles of the counterfactual distribution that it is designed to simulate. Since employment rates often differ substantially by gender, sample selection is potentially a serious issue for such studies. To address this issue, we extend the Machado-Mata technique to account for selection. We illustrate our approach to adjusting for sample selection by analyzing the gender log wage gap for full-time workers in the Netherlands.

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Publisher Info
Article provided by Elsevier in its journal Labour Economics.

Volume (Year): 16 (2009)
Issue (Month): 4 (August)
Pages: 383-396
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Handle: RePEc:eee:labeco:v:16:y:2009:i:4:p:383-396

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Related research
Keywords: Gender Quantile regression Selection;

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  1. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics. [Downloadable!]
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  2. repec:ese:iserwp: is not listed on IDEAS
  3. Albrecht, James & Björklund, Anders & Vroman, Susan, 2009. "Unionization and the Evolution of the Wage Distribution in Sweden: 1968 to 2000," IZA Discussion Papers 4246, Institute for the Study of Labor (IZA). [Downloadable!]
  4. Van Kerm, Philippe, 2009. "Generalized measures of wage differentials," IRISS Working Paper Series 2009-08, IRISS at CEPS/INSTEAD. [Downloadable!]
  5. Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," Caepr Working Papers 2008-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  6. Ximena Peña, 2006. "Assortative Matching and the Education Gap," BORRADORES DE ECONOMIA 002032, BANCO DE LA REPÚBLICA. [Downloadable!]
    Other versions:
  7. Mehtabul Azam, 2008. "Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition," Departmental Working Papers 0807, Southern Methodist University, Department of Economics. [Downloadable!]
    Other versions:
  8. Bargain, Olivier & Bhaumik, Sumon K. & Chakrabarty, Manisha & Zhao, Zhong, 2008. "Earnings Differences between Chinese and Indian Wage Earners, 1987–2004," IZA Discussion Papers 3284, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
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