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KHB: Stata module to decompose total effects into direct and indirect via KHB-method

Author

Listed:
  • Ulrich Kohler

    (University of Potsdam)

  • Kristian Karlson

Programming Language

Stata

Abstract

decomposes the total effect of a variable into direct and indirect effects using the KHB-method developed by Karlson, Holm, and Breen (2011). The method is developed for binary and logit probit models, but this command also includes other nonlinear probability models (ordered and multinomial) and linear regression. Contrary to other decomposition methods, the KHB-method gives unbiased decompositions, decomposes effects of both discrete and continuous variables, and provides analytically derived statistical tests for many models of the GLM family.

Suggested Citation

  • Ulrich Kohler & Kristian Karlson, 2010. "KHB: Stata module to decompose total effects into direct and indirect via KHB-method," Statistical Software Components S457215, Boston College Department of Economics, revised 05 Aug 2024.
  • Handle: RePEc:boc:bocode:s457215
    Note: This module should be installed from within Stata by typing "ssc install khb". 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.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/khb.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/k/khbtab.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/l/lkhb.mata
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/l/lkhb.mlib
    File Function: object library
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/k/khb.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/k/khbtab.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/d/dlsy_khb.dta
    File Function: sample data file
    Download Restriction: no
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    Cited by:

    1. Joanna Orr & Mark Ward & Rose Anne Kenny & Christine Ann McGarrigle, 2021. "Mini-mental state examination trajectories after age 50 by religious affiliation and practice in Ireland," European Journal of Ageing, Springer, vol. 18(4), pages 565-574, December.
    2. Sonja Scheuring, 2020. "The Effect of Fixed-Term Employment on Well-Being: Disentangling the Micro-Mechanisms and the Moderating Role of Social Cohesion," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(1), pages 91-115, November.

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