Unconditional Partial Effects of Binary Covariates
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.
|Date of creation:||Sep 2009|
|Publication status:||Published in Econometrica, vol. 80, n°5, septembre 2012, p. 2269-2301.|
|Contact details of provider:|| Phone: (+33) 5 61 12 86 23|
Web page: http://www.tse-fr.eu/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, December.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
- 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.
When requesting a correction, please mention this item's handle: RePEc:tse:wpaper:22190. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.