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

Ulrich Kohler and Kristian Karlson

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 17
Keywords: decomposition; effects; probit; nonlinear probability model (search for similar items in EconPapers)
Date: 2010-12-21, Revised 2024-08-05
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.
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/khb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/khbtab.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lkhb.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lkhb.mlib object library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/k/khb.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/khbtab.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dlsy_khb.dta sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457215

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().