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Unconditional Partial Effects of Binary Covariates

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  • Rothe, Christoph
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    Abstract

    In this paper, we study the effect of a small ceteris paribus change in the marginal distribution of a binary covariate on some feature of the unconditional distribution of an outcome variable of interest. We show that the RIF regression techniques recently proposed by Firpo, Fortin, and Lemieux (2009) do not estimate this quantity. Moreover, we show that such parameters are in general only partially identified, and derive straightforward expressions for the identified set. The results are implemented in the context of an empirical application that studies the effect of union membership rates on the distribution of wages.

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    File URL: http://www.tse-fr.eu/sites/default/files/medias/doc/wp/etrie/wp_etrie_79_2009.pdf
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    Paper provided by Toulouse School of Economics (TSE) in its series TSE Working Papers with number 09-79.

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    Date of creation: Sep 2009
    Publication status: Published in Econometrica, vol. 80, n°5, septembre 2012, p. 2269-2301.
    Handle: RePEc:tse:wpaper:22190
    Contact details of provider: Phone: (+33) 5 61 12 86 23
    Web page: http://www.tse-fr.eu/

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    Keywords: unconditional partial effect; partial identification; unconditional quantile regression;

    Find related papers by JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

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    1. Trivedi, Pravin K. & Zimmer, David M., 2007. "Copula Modeling: An Introduction for Practitioners," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(1), pages 1-111, April.
    2. Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
    3. Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009. "Unconditional Quantile Regressions," Econometrica, Econometric Society, vol. 77(3), pages 953-973, 05.
    4. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, December.
    5. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
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    Cited by:

    1. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," CESifo Working Paper Series 5498, CESifo Group Munich.
    2. Nicoletti, Cheti & Best, Nicky, 2012. "Quantile regression with aggregated data," Economics Letters, Elsevier, vol. 117(2), pages 401-404.

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