Thanks a lot!
--
Mme. Nihan BLANCHY
Doctorante
00 33 (0)6 09 18 32 98
Centre d'Economie de la Sorbonne
Universit� Paris 1 Pantheon Sorbonne, CNRS
Boulevard de l'H�pital 106-112
75647 Paris Cedex 13
Selon Austin Nichols <[email protected]>:
> Nihan Blanchy <[email protected]>:
> See also
> http://ftp.iza.org/dp877.pdf
> and other related papers by Yun at http://www.iza.org.
>
> On Thu, Jun 19, 2008 at 5:52 AM, Maarten buis <[email protected]>
> wrote:
> > --- Nihan Blanchy <[email protected]> wrote:
> >> I try to implement the Oaxaca-Blinder decomposition after semi
> >> parametric cox regression to measure the extent to which the
> >> differences in predicted hazard rates out of unemployment between
> >> two different groups can be explained by differences in their
> >> average observable characteristics.
> >
> > These decomposition techniques rely heavily on linearity, as this will
> > cause many complications to cancel out. As a consequence they don't
> > play well with non-linear models like -stcox-, -logit-, etc. How to
> > make them work in these non-linear models is still an area of active
> > research.
> >
> > One approach that you might be able to extend to xtcox is by Robert
> > Fairlie (1999, 2003, 2005), implemented by Ben Jann in Stata as the
> > -fairlie- package, which can be downloaded from -ssc-. Notice that this
> > package is not directly applicable to -stcox-, but my hunch is that the
> > principle can be extended to -stcox-.
> >
> > An alternative approach that might also work is by Erikson and
> > collegues (2005), which is implemented by me as the -ldecomp- package,
> > also downloadable form -ssc- and discussed in (Buis 2008). Again, I am
> > talking about the principle, the package is not directly applicable to
> > -stcox-.
> >
> > Hope this helps,
> > Maarten
> >
> > Buis, M.L. (2008). Direct and indirect effects in a logit model.
> > http://home.fsw.vu.nl/m.buis/wp/ldecomp.html
> >
> > Erikson, R, J.H. Goldthorpe, M. Jackson, M. Yaish, D.R. Cox (2005).
> > On class differentials in educational attainment. Proceedings of the
> > National Academy of Science, 102(27): 9730-9732.
> >
> > Fairlie, Robert W. (1999). The Absence of the African-American
> > Owned Business: An Analysis of the Dynamics of Self-Employment. Journal
> > of Labor Economics 17(1): 80-108.
> >
> > Fairlie, Robert W. (2003). An Extension of the Blinder-Oaxaca
> > Decomposition Technique to Logit and Probit Models. Economic Growth
> > Center, Yale University Discussion Paper No. 873.
> >
> > Fairlie, Robert W. (2005). An extension of the Blinder-Oaxaca
> > decomposition technique to logit and probit models. Journal of Economic
> > and Social Measurement 30: 305-316.
> >
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
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