Decomposition of non-linear models using simulated residuals

被引：4

作者：

Wolff, Francois-Charles ^{[1
,2
]}

机构：

[1] Univ Nantes, LEMNA, F-44322 Nantes 3, France

[2] INED, Paris, France

来源：

ECONOMICS LETTERS | 2012年 / 116卷 / 03期

关键词：

Blinder-Oaxaca decomposition; Non-linear models; Simulated residuals; BLINDER-OAXACA DECOMPOSITION; REGRESSION MODELS; DISCRIMINATION;

D O I：

10.1016/j.econlet.2012.03.034

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper proposes to decompose non-linear models deduced from a latent regression framework using the latent dependent outcome as dependent variable and the Oaxaca-Blinder decomposition technique. Values of the unobserved latent outcome are obtained using simulated residuals. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：346 / 348

页数：3

共 10 条

[1]

[Anonymous], INT EC REV

[2] An extension of the Blinder-Oaxaca decomposition to nonlinear models [J].

Bauer, Thomas K. ;

Sinning, Mathias .

ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2008, 92 (02) :197-206

[3] WAGE DISCRIMINATION - REDUCED FORM AND STRUCTURAL ESTIMATES [J].

BLINDER, AS .

JOURNAL OF HUMAN RESOURCES, 1973, 8 (04) :436-455

[4] The absence of the African-American owned business: An analysis of the dynamics of self-employment [J].

Fairlie, RW .

JOURNAL OF LABOR ECONOMICS, 1999, 17 (01) :80-108

[5] SIMULATED RESIDUALS [J].

GOURIEROUX, C ;

MONFORT, A ;

RENAULT, E ;

TROGNON, A .

JOURNAL OF ECONOMETRICS, 1987, 34 (1-2) :201-252

[6] The Blinder-Oaxaca decomposition for linear regression models [J].

Jann, Ben .

STATA JOURNAL, 2008, 8 (04) :453-479

[7] ON DISCRIMINATION AND THE DECOMPOSITION OF WAGE DIFFERENTIALS [J].

OAXACA, RL ;

RANSOM, MR .

JOURNAL OF ECONOMETRICS, 1994, 61 (01) :5-21

[8] The Blinder-Oaxaca decomposition for nonlinear regression models [J].

Sinning, Mathias ;

Hahn, Markus ;

Bauer, Thomas K. .

STATA JOURNAL, 2008, 8 (04) :480-492

[9] Decomposing differences in the first moment [J].

Yun, MS .

ECONOMICS LETTERS, 2004, 82 (02) :275-280

[10]

Yun Myeong-Su., 2007, Journal of Economic and Social Measurement, V32, P15

← 1 →