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Empirical likelihood inference for Oaxaca-Blinder decomposition

Author

Listed:
  • Otsu, Taisuke
  • Tanaka, Shiori

Abstract

This paper proposes an empirical likelihood inference method for the Oaxaca-Blinder decompositions. In contrast to the conventional Wald statistic using the delta method, our approach circumvents the linearization errors and estimation of the variance terms. Furthermore, the shape of the resulting empirical likelihood confidence set is determined flexibly by data. Simulation results illustrate usefulness of the proposed inference method.

Suggested Citation

  • Otsu, Taisuke & Tanaka, Shiori, 2022. "Empirical likelihood inference for Oaxaca-Blinder decomposition," LSE Research Online Documents on Economics 115982, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:115982
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    File URL: http://eprints.lse.ac.uk/115982/
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    More about this item

    Keywords

    empirical likelihood; Oaxaca–Blinder decomposition; two-sample test;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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