CDIST: Stata module for counterfactual distribution estimation and decomposition of group differences

Ben Jann

Statistical Software Components from Boston College Department of Economics

Abstract: cdist estimates counterfactual distributions using methods suggested by Chernozhukov et al. (Econometrica 81:2205–2268, 2013). The unconditional (counterfactual) distributions are either obtained by distribution regression using logit models or by a linear quantile regression process .Optionally, counterfactual decompositions of group differences can be obtained.

Language: Stata
Requires: Stata version 14 and moremata from SSC (q.v.)
Keywords: counterfactual distribution; counterfactual decomposition; distribution regression; quantile regression process (search for similar items in EconPapers)
Date: 2023-03-21, Revised 2025-03-07
Note: This module should be installed from within Stata by typing "ssc install cdist". 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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http://fmwww.bc.edu/repec/bocode/c/cdist.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cdist.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cdist.zip zip archive (application/zip)

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