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SHAPLEY: Stata module to perform additive decomposition of sample statistic

Author

Listed:
  • Stanislav Kolenikov

    (University of Missouri)

Programming Language

Stata

Abstract

This program performs (exact additive) decomposition of a sample statistic by effects specified in factor list. To perform the Shapley decomposition, the effects are eliminated one by one, and marginal effects from each exclusion are weighted in such a way that all exclusion trajectories have equal weights.

Suggested Citation

  • Stanislav Kolenikov, 2000. "SHAPLEY: Stata module to perform additive decomposition of sample statistic," Statistical Software Components S411401, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s411401
    Note: This module may be installed from within Stata by typing "ssc install shapley". 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

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/shapley.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/shapley.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://giganda.komkon.org/~tacik/shapley.pdf
    File Function: documentation
    Download Restriction: no
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