RIF: Stata module to compute Recentered Influence Functions (RIF): RIF-Regression and RIF-Decomposition

Fernando Rios-Avila ()

Statistical Software Components from Boston College Department of Economics

Abstract: rif contains 5 community contributed commands that aim to facilitate the use of recentered influence functions as a statistical tool for statistical inference regarding distributional statistics, as well as the estimation of RIF-Regressions and RIF-Decompositions. The first program, _grifvar.do adds additional extensions to egen to create RIF's for a large set of distributional statistics. rifhdreg.ado can be used for the estimation of RIF-regressions allowing for high dimensional fixed effects. It can also be used for the estimation of treatment effects on distribution statistics. oaxaca_rif.ado can be used to implement Oaxaca-Blinder type of decompositions using RIF's as dependent variables. surifreg.ado can be used for the estimation of simultaneous unconditional quantile regressions across selected quantiles. uqreg.ado can be used for the estimation of unconditional quantile regression with other models including binomial models. A template program named _ghvar.ado is also included to be able to write egen extensions that can be used to extend the use of rifhdreg and oaxaca_rif to statistics not currently available in rifvar.

Language: Stata
Requires: Stata version 12 and oaxaca, reghdfe from SSC Archive (q.v.)
Keywords: rifvar; rifhdreg; oaxaca_rif; rifsureg; rifsureg2; uqreg; oaxaca; blinder; decomposition; reweigthing; rif-regression; quantile treatment effects; inequality treatment effects (search for similar items in EconPapers)
Date: 2018-12-10, Revised 2021-08-22
Note: This module was previously titled oaxaca_rif. This module should be installed from within Stata by typing "ssc install rif". 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/r/rifhdreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifhdreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifsureg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifsureg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifmean.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifmean.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifsureg2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifsureg2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifvar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bsrifhdreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/uqreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/uqreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rifvar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hvar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif_old.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oaxaca_rif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_ghvar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_grifvar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_grifvar_old.ado program code (text/plain)

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