MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)

Sami Souabni

Statistical Software Components from Boston College Department of Economics

Abstract: Simulates (counterfactual) distributions from quantile regressions. Based on Machado and Mata (2005). An option to correct for sample selection has been added, using an adaptation of the procedure described in Albrecht et. al (2009). Multiple options available for different reference groups, following Oaxaca (1973), Blinder (1973) Oaxaca Ransom (1994) and Jann (2008). After simulation of conditional distributions, the differences between these distributions are decomposed and graphed into explained and unexplained components.

Language: Stata
Requires: Stata version 10 for 32- or 64-bit Windows
Keywords: quantile; distributions; selection (search for similar items in EconPapers)
Date: 2012-04-16, Revised 2013-01-02
Note: This module should be installed from within Stata by typing "ssc install mmsel". 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.
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mmsel.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mmsel.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/adjtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bilgen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/buchinsky.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cext.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cnsprobit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drawwage.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gengap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gengapp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mynormal1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qregb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/single.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/single1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/single.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dsingle.plugin.32 plugin library (application/x-binary)
http://fmwww.bc.edu/repec/bocode/d/dsingle.plugin.64 plugin library (application/x-binary)
http://fmwww.bc.edu/repec/bocode/s/single.plugin.32 plugin library (application/x-binary)
http://fmwww.bc.edu/repec/bocode/s/single.plugin.64 plugin library (application/x-binary)

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