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SHAPLEY: Stata module to perform additive decomposition of sample statistic


  • Stanislav Kolenikov

    () (University of Missouri)


This program performs (exact additive) decomposition of a sample statistic by effects specified in factor list. To perform the Shapley decomposition, the effects are eliminated one by one, and marginal effects from each exclusion are weighted in such a way that all exclusion trajectories have equal weights.

Suggested Citation

  • Stanislav Kolenikov, 2000. "SHAPLEY: Stata module to perform additive decomposition of sample statistic," Statistical Software Components S411401, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s411401
    Note: This module may be installed from within Stata by typing "ssc install shapley". Windows users should not attempt to download these files with a web browser.

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