RIF regression via sensitivity curves

Javier Alejo, Gabriel Montes-Rojas () and Walter Sosa Escudero ()

No 41, Working Papers from Red Nacional de Investigadores en Economía (RedNIE)

Abstract: This paper proposes an empirical method to implement the recentered influence function (RIF) regression of Firpo, Fortin and Lemieux (2009), a relevant method to study the effect of covariates on many statistics beyond the mean. In practically relevant situations where the influence function is not available or difficult to compute, we suggest to use the sensitivity curve (Tukey, 1977). We illustrate the proposal with an application to the polarization index of Duclos, Esteban and Ray (2004).

Keywords: recentered; influence; function; sensitivity; polarization (search for similar items in EconPapers)
JEL-codes: J01 J31 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2021-03
References: Add references at CitEc
Citations:

Downloads: (external link)
https://drive.google.com/file/d/1fW7JowHPIrnGcJa2qdvNoTYFJQdW171a/view (application/pdf)

Related works:
Journal Article: RIF regression via sensitivity curves (2023)
Working Paper: RIF Regression via Sensitivity Curves (2021)
Working Paper: RIF Regression via Sensitivity Curves (2021)
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:aoz:wpaper:41

Access Statistics for this paper

More papers in Working Papers from Red Nacional de Investigadores en Economía (RedNIE) Contact information at EDIRC.
Bibliographic data for series maintained by Laura Inés D Amato ().