SHAPLEY2: Stata module to compute additive decomposition of estimation statistics by regressors or groups of regressors

Florian Wendelspiess Chávez Juárez ()

Statistical Software Components from Boston College Department of Economics

Abstract: Shapley2 is a post-estimation command to compute the Shorrocks-Shapley decomposition of any statistic of the model (normally the R squared). Shapley2 can be used for most estimation commands, e.g. ols, probit, logit, oprobit. Compared to the user written command shapley, shapley2 is faster and enables you to compute the Shapley value by groups of variables. The results are stored as e()-matrices, allowing the user to use them afterwards, for instance to export them to LaTeX.

Language: Stata
Requires: Stata version 9.2
Keywords: Shapley; decomposition; post-estimation (search for similar items in EconPapers)
Date: 2012-11-08, Revised 2015-06-17
Note: This module should be installed from within Stata by typing "ssc install shapley2". 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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Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/shapley2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/shapley2.hlp help file (text/plain)

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