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KHB: Stata module to decompose total effects into direct and indirect via KHB-method

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Author Info

  • Ulrich Kohler

    ()
    (WZB)

  • Kristian Karlson

    ()

Abstract

decomposes 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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File URL: http://fmwww.bc.edu/repec/bocode/k/khb.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/l/lkhb.mata
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/l/lkhb.mlib
File Function: object library
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File URL: http://fmwww.bc.edu/repec/bocode/k/khb.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/d/dlsy_khb.dta
File Function: sample data file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457215.

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Programming language: Stata
Requires: Stata version 11
Date of creation: 21 Dec 2010
Date of revision: 07 Feb 2013
Handle: RePEc:boc:bocode:s457215

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
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: decomposition; effects; probit; nonlinear probability model;

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