MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)
AbstractSimulates (counterfactual) distributions from quantile regressions. Based on Machado and Mata (2005). An option to correct for sample selection has been added, using an adaptation of the procedure described in Albrecht et. al (2009). Multiple options available for different reference groups, following Oaxaca (1973), Blinder (1973) Oaxaca Ransom (1994) and Jann (2008). After simulation of conditional distributions, the differences between these distributions are decomposed and graphed into explained and unexplained components.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457441.
Programming language: Stata
Requires: Stata version 10 for 32- or 64-bit Windows
Date of creation: 16 Apr 2012
Date of revision: 02 Jan 2013
Note: This module should be installed from within Stata by typing "ssc install mmsel". 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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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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