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RIF regression via sensitivity curves

Author

Listed:
  • Javier Alejo

    (IECON/Universidad de la República)

  • Gabriel Montes-Rojas

    (IIEP-BAIRES/Universidad de Buenos Aires/CONICET)

  • Walter Sosa Escudero

    (Universidad de San Andrés/CONICET)

Abstract

This paper proposes an empirical method to implement the recentered influence function (RIF) regression of Firpo, Fortin and Lemieux (2009), a relevant method to study the effect of covariates on many statistics beyond the mean. In practically relevant situations where the influence function is not available or difficult to compute, we suggest to use the sensitivity curve (Tukey, 1977). We illustrate the proposal with an application to the polarization index of Duclos, Esteban and Ray (2004).

Suggested Citation

  • Javier Alejo & Gabriel Montes-Rojas & Walter Sosa Escudero, 2021. "RIF regression via sensitivity curves," Working Papers 41, Red Nacional de Investigadores en Economía (RedNIE).
    • Handle: RePEc:aoz:wpaper:41
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    Keywords

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    JEL classification:

    • J01 - Labor and Demographic Economics - - General - - - Labor Economics: General
    • J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials

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