Recentered Influence Functions (RIF) in Stata: RIF-Regression and RIF-Decomposition

[FernandoRios]

Dear all,
Thanks to Prof Baum, a new update to the "oaxaca_rif" command is now available. This new update adds more extensions to the RIFVAR command. Now, it includes most of the Recentered Influence functions described in:
Chung, Choe, and Philippe Van Kerm. 2018. "Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal." Econometrics no. 6 (2):28.
Cowell, Frank A., and Emmanuel Flachaire. 2007. "Income Distribution and Inequality Measurement: The Problem of Extreme Values." Journal of Econometrics no. 141 (2):1044-1072.
Essama-Nssah, Boniface, and Peter J. Lambert. 2012. "Influence Functions for Policy Impact Analysis." In Inequality, Mobility and Segregation: Essays in Honor of Jacques Silber, edited by John A. Bishop and Rafael Salas, 135-159. Howard House, Wagon Labe, Bigley BD16 1WA, UK: Emerald Group Publishing Limited.
Firpo, Sergio P., Nicole M. Fortin, and Thomas Lemieux. 2018. "Decomposing Wage Distributions Using Recentered Influence Function Regressions." Econometrics no. 6 (3):41.
Heckley, Gawain, Ulf- G. Gerdtham, and Gustav Kjellsson. 2016. "A General Method for Decomposing the Causes of Socioeconomic Inequality in Health." Journal of Health Economics no. 48:89-106. doi: https://doi.org/10.1016/j.jhealeco.2016.03.006.

In addition to this, the new update also includes the command -rifhdreg-. This command does everything that the -rifreg- and -xtrifreg- commands do, for all the statistics that can be obtained through rifvar.

Best Regards
Fernando

[ericmelse]

Dear Fernando,

Thank you for your contribution. Could you also upload your paper that you mention in your help file?
Recentered Influence Functions (RIF) in Stata: RIF-Regression and RIF-Decomposition

Best regards,
Eric Melse

[FernandoRios]

Dear Eric
I hope you find the commands useful. Here is a link to the latest version of the paper. (Rios-Avila 2019)
https://www.dropbox.com/s/14lxuqr8t2...%20v2.pdf?dl=0
Best Regards
Fernando

[FernandoRios]

Dear All
Thanks to Prof Baum, a new update to the oaxaca_rif has been uploaded to the SSC servers.
Since the commands can be used for both RIF decompositions and regressions, from now on the set of commands can be installed using "ssc install rif".
In this new update, I added couple of options to deal with ties, which create small random variations for rank dependent indices. I added an additional RIF (standard deviation), and the option "over" for RIF regressions. The idea of this option is to allow for statistics to be conditional over a single discrete variable. The results using this option are similar to the quantile treatment effects from the userwritten command -ivqte- under the assumption of exogeneity.
For people interested in explanations on the command and an intuitive description of Recentered influence functions, you can check the working paper at:
http://www.levyinstitute.org/publications/?docid=2615
Best Regards
Fernando

[Shrek Deng]

Dear Fernando,
I'm trying to use rifhdreg to do unconditional quantile analysis, is there any easy way to plot the coefficients for different quantiles (with confidence interval)?

Best Regards,
Shrek Deng