Dear all,
Thanks to Prof. Baum the newest update to the package -rif- is now available, with the version of the commands that are explained in an upcoming article in STJ.
Also thank you to the people who have used these commands before and reported some bugs that have now been fixed.
So these commands include:
- rifvar(), a set of extensions to egen to estimate RIF's for a large set of distribution statistics. It can now be used in combination with other user-written commands that estimate RIF statistics.
- rifhdreg This command estimates RIF-OLS regressions, also allowing for multiple fixed effects. Perhaps the most popular application would be the estimation of unconditional quantile regressions. This command also has options to obtain treatment effects using binary treatment or multivariate treatments, based on Inverse probability weighting (IPW). This is similar to what -teffects ipw- does, but now also for inequality indices. They are also known as inequality treatment effects.
Something not many people may have noticed about this command. It can be used to estimate confidence intervals of any statistic for which a RIF exists. And even do it for multiple groups at the same time.
- oaxaca_rif This command implements both simple and reweighted oaxaca decompositions using RIFs as the dependent variable. The major update here is that using the option -noisily- provides the output of all intermediate steps and saves them as separate items as part of the stored results in e().
- rifsureg and rifsureg2. Something people usually ask in the forum is to have an equivalent to sqreg (simultaneous quantile regression estimator) but for unconditional quantiles. This is exactly what rifsureg does. You can estimate simultaneous unconditional quantile regressions. In fact, you can use most of the same options as rifhdreg. The caveat, it only estimates unconditional quantile regressions.
rifsureg2 also allows you to do simultaneous regressions. In contrast with rifsureg, this command can estimate other statistics: Gini, quantiles, variance, absolute indices, etc.
- uqreg. This is the last command I added to the package. As the name says it only estimates unconditional quantile regression. The difference with rifhdreg, however, is that it allows using methods other than OLS. (RIF-probit, RIF-logit, etc)
If interested in the details, all the relevant references are available in the helpfiles.
Best Regards.
Fernando
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