Dear all
Thanks to Prof Baum, an update for RIF is up!
This update comes with 1 addition: -bsrifhdreg-, This command is a wrapper around rifhdreg to estimate bootstrap standard errors. You can use it if you want to plot Unconditional quantile coefficients using the user written command -qregplot-.
Also, the command _grifvar() (called by egen) has been rewritten in mata. So it should be faster than before. It also addresses problems that it had when estimating RIFs for the Gini and the rank-dependent concentration indices.
In the case of Ginis, divergence from the true Gini would be observed for small samples. This has been corrected.
For Rank dependent indices, the previous formulas were subject to small random variations (as described in my paper). The new code uses alternative formulas that are no longer dependent on this problem.
If you want to keep using the old formulas for replication, you can use the option -old-.
Best wishes.
Fernando
Related Posts with SSC RIF update
stripplot in the same graph (same axes for both distributions)I have a variable VALUE with two distinct groups noted by GROUP (dummy), I would like to write: Co…
Chow testArray regress c.Y c.time c.A c.B c.A#c.time c.B#c.time Then i manually group some obs (Named it grp…
How to calculate Difference before and after treatment for panel data? [Difference in Differences]Hi everyone, I have a panel data on which I am trying to perform DID. The difficulty I am facing is…
r(603)Hi, I am trying to do the impulse response function after running the varbasic model. I have slected…
Comparing autocorrelationsDear Stata users, I'm struggling to find a robust way to compare the autocorrelations of two earnin…
Subscribe to:
Post Comments (Atom)
0 Response to SSC RIF update
Post a Comment