Decomposition of non-linear models using simulated residuals

François-Charles Wolff

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Abstract: 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.

Keywords: Blinder-Oaxaca decomposition Non-linear models Simulated residuals; Blinder-Oaxaca decomposition non-linear models simulated residuals; Blinder-Oaxaca decomposition; non-linear models; simulated residuals (search for similar items in EconPapers)
Date: 2012-09
Note: View the original document on HAL open archive server: https://hal.science/hal-03914525
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Published in Economics Letters, 2012, 116 (3), pp.346 - 348. ⟨10.1016/j.econlet.2012.03.034⟩

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Related works:
Journal Article: Decomposition of non-linear models using simulated residuals (2012)
Working Paper: Decomposition of non-linear models using simulated residuals (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03914525

DOI: 10.1016/j.econlet.2012.03.034

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