Recentered influence functions (RIFs) in Stata: RIF regression and RIF decomposition

Stata Journal, 2020, vol. 20, issue 1, 51-94

Abstract: Recentered influence functions (RIFs) are statistical tools popularized by Firpo, Fortin, and Lemieux (2009, Econometrica 77: 953–973) for analyzing unconditional partial effects on quantiles in a regression analysis framework (un- conditional quantile regressions). The flexibility and simplicity of these tools have opened the possibility to extend the analysis to other distributional statistics us- ing linear regressions or decomposition approaches. In this article, I introduce one function and two commands to facilitate the use of RIFs in the analysis of outcome distributions: rifvar() is an egen extension used to create RIFs for a large set of distributional statistics, rifhdreg facilitates the estimation of RIF regressions enabling the use of high-dimensional fixed effects, and oaxaca rif implements Oaxaca–Blinder decomposition analysis (RIF decompositions).

Keywords: rifvar(); rifhdreg; rifsureg2; oaxaca rif; uqreg; recentered influence functions; unconditional partial effects; unconditional quantile regression; RIF regressions; distributional statistics; Oaxaca–Blinder; RIF decomposition (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (72)

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http://hdl.handle.net/10.1177/1536867X20909690

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Working Paper: Recentered Influence Functions (RIF) in Stata: RIF-Regression and RIF-Decomposition (2019)
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DOI: 10.1177/1536867X20909690

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