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

Author

Listed:
  • Ulrich Kohler

    () (University of Potsdam)

  • 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.

Suggested Citation

  • Ulrich Kohler & Kristian Karlson, 2010. "KHB: Stata module to decompose total effects into direct and indirect via KHB-method," Statistical Software Components S457215, Boston College Department of Economics, revised 02 Feb 2018.
  • 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.
    as

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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/k/khbtab.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/k/khbtab.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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