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SHAPLEY2: Stata module to compute additive decomposition of estimation statistics by regressors or groups of regressors

Author

Listed:
  • Florian Chavez Juarez

    (University of Geneva)

Programming Language

Stata

Abstract

Shapley2 is a post-estimation command to compute the Shorrocks-Shapley decomposition of any statistic of the model (normally the R squared). Shapley2 can be used for most estimation commands, e.g. ols, probit, logit, oprobit. Compared to the user written command shapley, shapley2 is faster and enables you to compute the Shapley value by groups of variables. The results are stored as e()-matrices, allowing the user to use them afterwards, for instance to export them to LaTeX.

Suggested Citation

  • Florian Chavez Juarez, 2012. "SHAPLEY2: Stata module to compute additive decomposition of estimation statistics by regressors or groups of regressors," Statistical Software Components S457543, Boston College Department of Economics, revised 17 Jun 2015.
    • Handle: RePEc:boc:bocode:s457543
    Note: This module should be installed from within Stata by typing "ssc install shapley2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/shapley2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/shapley2.hlp
    File Function: help file
    Download Restriction: no
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    Cited by:

    1. repec:prg:jnlpep:v:preprint:id:689:p:1-16 is not listed on IDEAS
    2. Sara Barcenilla & Gregorio Gimenez & Carmen López-Pueyo, 2019. "Differences in Total Factor Productivity Growth in the European Union: The role of Human Capital by Income Level," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(1), pages 70-85.

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