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

• Autores: Fernando Rios-Avila
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 1, 2020, págs. 51-94
• Idioma: inglés
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• Resumen

  • 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 (unconditional quantile regressions). The flexibility and simplicity of these tools have opened the possibility to extend the analysis to other distributional statistics using 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).