KHB: Stata module to decompose total effects into direct and indirect via KHB-method
Abstractdecomposes the total effect of a variable into direct and indirect effects using the KHB-method developed by Karlson, Holm, and Breen (2011). The method is developed for binary and logit probit models, but this command also includes other nonlinear probability models (ordered and multinomial) and linear regression. Contrary to other decomposition methods, the KHB-method gives unbiased decompositions, decomposes effects of both discrete and continuous variables, and provides analytically derived statistical tests for many models of the GLM family.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457215.
Programming language: Stata
Requires: Stata version 11
Date of creation: 21 Dec 2010
Date of revision: 07 Feb 2013
Note: This module should be installed from within Stata by typing "ssc install khb". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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