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Counterfactual Distributions with Sample Selection Adjustments: Econometric Theory and an Application to the Netherlands

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Author Info
Jim Albrecht
Aico van Vuuren
Susan Vroman () (Department of Economics, Georgetown University)

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Abstract

Several recent papers use the quantile regression decomposition method of Machado and Mata (2005) to analyze the gender gap in log wages across the distribution. 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. In addition, we prove that this procedure yields consistent and asymptotically normal estimates of the quantiles of the counterfactual distribution that it is designed to simulate. We illustrate our approach by analyzing the gender log wage gap between men and women who work full time in the Netherlands. Because the fraction of women working full time in the Netherlands is quite low, this is a case in which sample selection is clearly important. We find a positive selection of women into full-time work and find that about two thirds of this selection is due to observables such as education and experience with the remainder due to unobservables. Our decompositions show that the majority of the gender gap across the log wage distribution is due to differences between men and women in the distributions of returns to labor market characteristics rather than to differences in the distributions of the characteristics themselves. Classification-JEL Codes: C24, J22, J31, J71

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Paper provided by Georgetown University, Department of Economics in its series Working Papers with number gueconwpa~07-07-06.

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Date of creation: 06 Jul 2007
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Handle: RePEc:geo:guwopa:gueconwpa~07-07-06

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Keywords: Gender; quantile regression; selection;

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  1. 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!]
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  2. Ximena Peña, . "Assortative Matching and the Education Gap," Borradores de Economia 427, Banco de la Republica de Colombia. [Downloadable!]
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  3. 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!]
  4. 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!]
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