SHAPLEY: Stata module to perform additive decomposition of sample statistic

Stanislav Kolenikov

Statistical Software Components from Boston College Department of Economics

Abstract: This program performs (exact additive) decomposition of a sample statistic by effects specified in factor list. To perform the Shapley decomposition, the effects are eliminated one by one, and marginal effects from each exclusion are weighted in such a way that all exclusion trajectories have equal weights.

Language: Stata
Requires: Stata version 6.0
Keywords: Shapley; value; exact; additive; decomposition (search for similar items in EconPapers)
Date: 2000-02-17
Note: This module may be installed from within Stata by typing "ssc install shapley". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/shapley.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/shapley.hlp help file (text/plain)
http://giganda.komkon.org/~tacik/shapley.pdf documentation (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s411401

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