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MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)

Author

Listed:
  • Sami Souabni

    (Swansea University)

Programming Language

Stata

Abstract

Simulates (counterfactual) distributions from quantile regressions. Based on Machado and Mata (2005). An option to correct for sample selection has been added, using an adaptation of the procedure described in Albrecht et. al (2009). Multiple options available for different reference groups, following Oaxaca (1973), Blinder (1973) Oaxaca Ransom (1994) and Jann (2008). After simulation of conditional distributions, the differences between these distributions are decomposed and graphed into explained and unexplained components.

Suggested Citation

  • Sami Souabni, 2012. "MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)," Statistical Software Components S457441, Boston College Department of Economics, revised 02 Jan 2013.
    • Handle: RePEc:boc:bocode:s457441
    Note: This module should be installed from within Stata by typing "ssc install mmsel". 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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    Cited by:

    1. Marilena Furno, 2020. "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 145-169, June.

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