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


  • Florian Chavez Juarez

    () (University of Geneva)


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". Windows users should not attempt to download these files with a web browser.

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    Shapley; decomposition; post-estimation;


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