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Decomposition of non-linear models using simulated residuals

Author

Listed:
  • François-Charles Wolff

    (LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - IEMN-IAE Nantes - Institut d'Économie et de Management de Nantes - Institut d'Administration des Entreprises - Nantes - UN - Université de Nantes, INED - Institut national d'études démographiques)

Abstract

This paper proposes to decompose non-linear models deduced from a latent regression framework using the latent dependent outcome as dependent variable and the Oaxaca-Blinder decomposition technique. Values of the unobserved latent outcome are obtained using simulated residuals.

Suggested Citation

  • François-Charles Wolff, 2012. "Decomposition of non-linear models using simulated residuals," Working Papers hal-00694421, HAL.
    • Handle: RePEc:hal:wpaper:hal-00694421
    Note: View the original document on HAL open archive server: https://hal.science/hal-00694421v1
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    Cited by:

    1. Chung Choe & SeEun Jung & Ronald L. Oaxaca, 2020. "Identification and decompositions in probit and logit models," Empirical Economics, Springer, vol. 59(3), pages 1479-1492, September.
    2. Laetitia Duval & François-Charles Wolff, 2016. "Emigration intentions of Roma: evidence from Central and South-East Europe," Post-Communist Economies, Taylor & Francis Journals, vol. 28(1), pages 87-107, January.
    3. Laetitia Duval & François-Charles Wolff, 2016. "“I even met happy gypsies”," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 24(4), pages 727-764, October.
    4. Stephen Bazen & Xavier Joutard & Brice Magdalou, 2017. "An Oaxaca decomposition for nonlinear models," Journal of Economic and Social Measurement, IOS Press, issue 2, pages 101-121.
    5. Laetitia Duval & François-­charles Wolff, 2015. "" I Even Met Happy Gypsies " : Life Satisfaction of Roma Youth in the Balkans," Working Papers hal-01219250, HAL.

    More about this item

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    JEL classification:

    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General

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