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RIF: Stata module to compute Recentered Influence Functions (RIF): RIF-Regression and RIF-Decomposition

Author

Listed:
  • Fernando Rios-Avila

    (Levy Economics Institute of Bard College)

Programming Language

Stata

Abstract

rif contains 5 community contributed commands that aim to facilitate the use of recentered influence functions as a statistical tool for statistical inference regarding distributional statistics, as well as the estimation of RIF-Regressions and RIF-Decompositions. The first program, _grifvar.do adds additional extensions to egen to create RIF's for a large set of distributional statistics. rifhdreg.ado can be used for the estimation of RIF-regressions allowing for high dimensional fixed effects. It can also be used for the estimation of treatment effects on distribution statistics. oaxaca_rif.ado can be used to implement Oaxaca-Blinder type of decompositions using RIF's as dependent variables. surifreg.ado can be used for the estimation of simultaneous unconditional quantile regressions across selected quantiles. uqreg.ado can be used for the estimation of unconditional quantile regression with other models including binomial models. A template program named _ghvar.ado is also included to be able to write egen extensions that can be used to extend the use of rifhdreg and oaxaca_rif to statistics not currently available in rifvar.

Suggested Citation

  • Fernando Rios-Avila, 2018. "RIF: Stata module to compute Recentered Influence Functions (RIF): RIF-Regression and RIF-Decomposition," Statistical Software Components S458577, Boston College Department of Economics, revised 22 Aug 2021.
  • Handle: RePEc:boc:bocode:s458577
    Note: This module was previously titled oaxaca_rif. This module should be installed from within Stata by typing "ssc install rif". 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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/r/rifhdreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rif.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifhdreg.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifsureg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifsureg.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifmean.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifmean.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifsureg2.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/r/rifsureg2.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifvar.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/b/bsrifhdreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/u/uqreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/u/uqreg.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/r/rifvar.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/h/hvar.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif_old.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_ghvar.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_grifvar.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_grifvar_old.ado
    File Function: program code
    Download Restriction: no
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    Citations

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    Cited by:

    1. Holly Monti & Martha Stinson & Lori Zehr, 2020. "How Long Do Early Career Decisions Follow Women? The Impact of Employer History on the Gender Wage Gap," Journal of Labor Research, Springer, vol. 41(3), pages 189-232, September.

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