Decomposition of non-linear models using simulated residuals

DOI10.1016/j.econlet.2012.03.034zbMath1253.91147OpenAlexW2046064534MaRDI QIDQ694898

François-Charles Wolff

Publication date: 19 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.03.034

zbMATH Keywords

Blinder-Oaxaca decompositionnon-linear modelssimulated residuals

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Uses Software

• Stata
• oaxaca

Cites Work

• Simulated residuals
• Decomposing differences in the first moment
• An extension of the Blinder-Oaxaca decomposition to nonlinear models