Recentered Influence Functions (RIF) in Stata: RIF-Regression and RIF-Decomposition

Fernando Rios-Avila ()

2019 Stata Conference from Stata Users Group

Abstract: Recentered Influence Functions (RIF) are statistical tools that have been popularized by Firpo, Fortin, and Lemieux (2009) for analyzing unconditional partial effects (UPE) on quantiles in a regression analysis framework (Unconditional Quantile Regressions). The flexibility and simplicity of this tool, however, has opened the possibility to extend the analysis to other distributional statistics, using linear regressions or decomposition approaches. In this paper, I introduce three Stata commands to facilitate the use of Recentered Influence Functions in the analysis of outcome distributions: rifvar() is an egen extension used to create RIFs for a large set of distributional statistics; rifhdreg facilitates the estimation of RIF-regressions enabling the use of high dimensional fixed effects; and oaxaca_rif which is used for the implementation of Oaxaca-Blinder type decomposition analysis.

Date: 2019-08-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://fmwww.bc.edu/repec/scon2019/chicago19_Rios-Avila.pdf

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:scon19:22

Access Statistics for this paper

More papers in 2019 Stata Conference from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().