Generalized Recentered Influence Function Regressions

Javier Alejo, Antonio Galvao, Julián Martínez-Iriarte and Gabriel Montes-Rojas ()
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Javier Alejo: Instituto de Economía, Universidad de la República, Montevideo 11200, Uruguay
Antonio Galvao: Department of Economics, Michigan State University, East Lansing, MI 48824, USA
Julián Martínez-Iriarte: Department of Economics, University of California-Santa Cruz, Santa Cruz, CA 95064, USA
Gabriel Montes-Rojas: Instituto Interdisciplinario de Economía Política-CONICET, Universidad de Buenos Aires, Ciudad Autónoma de Buenos Aires C1122, Argentina

Econometrics, 2025, vol. 13, issue 2, 1-14

Abstract: This paper suggests a generalization of covariate shifts to study distributional impacts on inequality and distributional measures. It builds on the recentered influence function (RIF) regression method, originally designed for location shifts in covariates, and extends it to general policy interventions, such as location–scale or asymmetric interventions. Numerical simulations for the Gini, Theil, and Atkinson indexes demonstrate strong performance across a myriad of cases and distributional measures. An empirical application examining changes in Mincerian equations is presented to illustrate the method.

Keywords: influence functions; RIF regression; Gini; Atkinson; counterfactual distributions (search for similar items in EconPapers)
JEL-codes: B23 C C00 C01 C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 2025
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