Professional Documents
Culture Documents
Mtodos de descomposicin en
Economa utilizando STATA
Ral Ramos
AQR-IREA (Universitat de Barcelona) & IZA
Estructura de la presentacin
Motivacin y breve descripcin de los principales mtodos
de descomposicin en economa (laboral).
Revisin y discusin de los procedimientos existentes en
STATA.
Algunos ejemplos a partir del anlisis de los microdatos de
las Encuestas de Presupuestos Familiares 2006 y 2009.
Ficheros de datos: http://www.ine.es/prodyser/micro_epf2006.htm
Rutinas de STATA: http://www.raulramos.cat/stata2011
Motivacin
Por qu los hombres tienen salarios superiores a los de las
mujeres?
Oaxaca-Blinder
Queremos explicar el salario (W) que recibe un trabajador/a
en funcin de su nivel de estudios (S) a travs de la
estimacin de un modelo de regresin (ecuacin de
Mincer):
WHi H1 H 2 SHi UHi
no explicada
(coeficientes)
Obs
Mean
LWAGE
ANOSEST
9874
9874
6.752326
10.37543
Variable
Obs
Mean
LWAGE
ANOSEST
13746
13746
6.999458
9.967772
Std. Dev.
.4520183
4.111178
Min
Max
6.214608
0
8.006368
17
Min
Max
6.214608
0
8.006368
17
-> HOMBRE = 1
Std. Dev.
.4510732
3.736099
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
endowments
coefficients
interaction
6.752326
6.999458
-.2471321
.0232102
-.2717751
.0014328
Std. Err.
.0045491
.0038474
.0059579
.0029963
.0051093
.0005592
z
1484.32
1819.25
-41.48
7.75
-53.19
2.56
P>|z|
0.000
0.000
0.000
0.000
0.000
0.010
=
=
=
=
23620
linear
9874
13746
6.761242
7.006999
-.2354548
.0290828
-.2617611
.0025288
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
endowments
coefficients
interaction
6.752326
6.999458
-.2471321
.0232102
-.2717751
.0014328
Std. Err.
.0045491
.0038474
.0059579
.0029963
.0051093
.0005592
z
1484.32
1819.25
-41.48
7.75
-53.19
2.56
P>|z|
0.000
0.000
0.000
0.000
0.000
0.010
=
=
=
=
23620
linear
9874
13746
6.761242
7.006999
-.2354548
.0290828
-.2617611
.0025288
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
endowments
coefficients
interaction
6.752326
6.999458
-.2471321
-.0031307
-.2567434
.0127419
Std. Err.
.0045494
.0038476
.0059583
.003501
.005005
.0014051
z
1484.23
1819.17
-41.48
-0.89
-51.30
9.07
P>|z|
0.000
0.000
0.000
0.371
0.000
0.000
=
=
=
=
23620
linear
9874
13746
6.761243
7.006999
-.2354541
.0037311
-.2469337
.0154958
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
endowments
coefficients
interaction
6.752326
6.999458
-.2471321
-.0031307
-.2567434
.0127419
Std. Err.
.0045494
.0038476
.0059583
.003501
.005005
.0014051
z
1484.23
1819.17
-41.48
-0.89
-51.30
9.07
P>|z|
0.000
0.000
0.000
0.371
0.000
0.000
=
=
=
=
23620
linear
9874
13746
6.761243
7.006999
-.2354541
.0037311
-.2469337
.0154958
Coef.
Percentage
Omega = 1
Char
Coef
Int
-.0096113
.2440015
.0127419
-3.889115%
98.7332%
5.155911%
Omega = 0
Char
Coef
Int
.0031307
.2567434
-.0127419
1.266796%
103.8891%
-5.155911%
Raw
.2471321
100%
13746
9874
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
-.0031307
-.2440015
Std. Err.
.0045494
.0038476
.0059583
.003501
.0050192
z
1484.23
1819.17
-41.48
-0.89
-48.61
P>|z|
0.000
0.000
0.000
0.371
0.000
=
=
=
=
23620
linear
9874
13746
6.761243
7.006999
-.2354541
.0037311
-.2341639
.
.
.
. oaxaca LWAGE ANOSEST EXPPOT EXPPOT2, by(HOMBRE) weight(1) nodetail
Blinder-Oaxaca decomposition
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
.0096113
-.2567434
Std. Err.
.0045494
.0038476
.0059583
.0034659
.005005
z
1484.23
1819.17
-41.48
2.77
-51.30
P>|z|
0.000
0.000
0.000
0.006
0.000
=
=
=
=
23620
linear
9874
13746
6.761243
7.006999
-.2354541
.0164044
-.2469337
Obs
Mean
OCUP
28417
.3350459
Variable
Obs
Mean
OCUP
27278
.5063788
Std. Dev.
.4720148
Min
Max
Min
Max
-> HOMBRE = 1
Std. Dev.
.4999685
Coef.
Percentage
Omega = 1
Char
Coef
Int
-.0082834
.1925912
-.0129749
-4.8347%
112.4076%
-7.572933%
Omega = 0
Char
Coef
Int
-.0212584
.1796163
.0129749
-12.40763%
104.8347%
7.572933%
Raw
.1713328
100%
27278
28417
0:
1:
2:
3:
log
log
log
log
likelihood
likelihood
likelihood
likelihood
=
=
=
=
-18905.449
-16972.542
-16931.588
-16931.428
Logistic regression
Number of obs
LR chi2(4)
Prob > chi2
Pseudo R2
Coef.
NATIVO
SOLTERO
EDAD
NMIEM7
_cons
-.505698
-2.512533
-.0464858
-.477288
3.910227
Std. Err.
.0577876
.0469048
.0011812
.0162986
.0934924
z
-8.75
-53.57
-39.35
-29.28
41.82
P>|z|
OCUP
Coef.
NATIVO
SOLTERO
EDAD
NMIEM7
.0006068
.0249098
-.0093371
.005099
Std. Err.
.0000883
.0004716
.0003832
.0002741
-.6189595
-2.604464
-.048801
-.5092327
3.726985
6.87
52.82
-24.37
18.60
-.3924364
-2.420601
-.0441706
-.4453433
4.093469
50
100
Number of obs
N of obs G=0
N of obs G=0
Pr(Y!=0|G=0)
Pr(Y!=0|G=1)
Difference
Total explained
27278
3948.04
0.0000
0.1044
0.000
0.000
0.000
0.000
0.000
=
=
=
=
=
55695
=
28417
=
27278
= .33504592
= .50637877
= -.17133284
= .02125835
P>|z|
0.000
0.000
0.000
0.000
.0004337
.0239856
-.010088
.0045618
.0007799
.0258341
-.0085861
.0056363
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
Std. Err.
P>|z|
=
=
=
=
23620
linear
9874
13746
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
-.0031307
-.2440015
.0045494
.0038476
.0059583
.003501
.0050192
1484.23
1819.17
-41.48
-0.89
-48.61
0.000
0.000
0.000
0.371
0.000
6.743409
6.991917
-.2588101
-.0099924
-.253839
6.761243
7.006999
-.2354541
.0037311
-.2341639
explained
ANOSEST
EXPPOT
EXPPOT2
.0229593
-.0454813
.0193913
.0029697
.0068799
.0067165
7.73
-6.61
2.89
0.000
0.000
0.004
.0171387
-.0589655
.0062272
.0287799
-.031997
.0325554
unexplained
ANOSEST
EXPPOT
EXPPOT2
_cons
.1086091
-.3237409
.2243474
-.253217
.0159958
.0324256
.0191586
.0256104
6.79
-9.98
11.71
-9.89
0.000
0.000
0.000
0.000
.0772579
-.3872939
.1867972
-.3034125
.1399602
-.2601879
.2618976
-.2030215
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
LWAGE
Coef.
overall
group_1
group_2
difference
6.752326
6.999458
-.2471321
Std. Err.
.0045494
.0038476
.0059583
z
1484.23
1819.17
-41.48
P>|z|
0.000
0.000
0.000
=
=
=
=
23620
linear
9874
13746
6.761243
7.006999
-.2354541
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
Std. Err.
P>|z|
=
=
=
=
23620
linear
9874
13746
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
.0076865
-.2548186
.0045495
.0038477
.0059584
.003499
.0049956
1484.18
1819.12
-41.48
2.20
-51.01
0.000
0.000
0.000
0.028
0.000
6.743409
6.991917
-.2588105
.0008286
-.2646099
6.761243
7.006999
-.2354538
.0145445
-.2450274
explained
ESTPRIM
ESTSEC
EXPPOT
EXPPOT2
.032433
.0018083
-.0495804
.0230256
.0032515
.001329
.007483
.0079679
9.97
1.36
-6.63
2.89
0.000
0.174
0.000
0.004
.0260602
-.0007966
-.0642468
.0074087
.0388058
.0044131
-.0349139
.0386425
unexplained
ESTPRIM
ESTSEC
EXPPOT
EXPPOT2
_cons
-.0650163
-.0194887
-.250333
.1663749
-.0863557
.0079946
.0028643
.0324129
.0187925
.0178037
-8.13
-6.80
-7.72
8.85
-4.85
0.000
0.000
0.000
0.000
0.000
-.0806854
-.0251025
-.313861
.1295423
-.1212504
-.0493472
-.0138748
-.1868049
.2032075
-.051461
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
Std. Err.
P>|z|
=
=
=
=
23620
linear
9874
13746
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
.0076865
-.2548186
.0045495
.0038477
.0059584
.003499
.0049956
1484.18
1819.12
-41.48
2.20
-51.01
0.000
0.000
0.000
0.028
0.000
6.743409
6.991917
-.2588105
.0008286
-.2646099
6.761243
7.006999
-.2354538
.0145445
-.2450274
explained
ESTSEC
ESTTER
EXPPOT
EXPPOT2
-.0016456
.0358869
-.0495804
.0230256
.0012091
.0027258
.007483
.0079679
-1.36
13.17
-6.63
2.89
0.173
0.000
0.000
0.004
-.0040154
.0305444
-.0642468
.0074087
.0007241
.0412294
-.0349139
.0386425
unexplained
ESTSEC
ESTTER
EXPPOT
EXPPOT2
_cons
.0003023
.0259728
-.250333
.1663749
-.1971357
.0024749
.003221
.0324129
.0187925
.0181032
0.12
8.06
-7.72
8.85
-10.89
0.903
0.000
0.000
0.000
0.000
-.0045483
.0196598
-.313861
.1295423
-.2326174
.0051529
.0322858
-.1868049
.2032075
-.1616541
Variable
overall
group_1
group_2
difference
explained
unexplained
explained
ESTPRIM
ESTSEC
EXPPOT
EXPPOT2
ESTTER
unexplained
ESTPRIM
ESTSEC
EXPPOT
EXPPOT2
ESTTER
_cons
TER
6.752326
6.9994581
-.24713211
.00768652
-.25481864
.03243298
.00180828
-.04958036
.02302563
-.06501626
-.01948867
-.25033295
.16637491
-.08635567
PRIM
6.752326
6.9994581
-.24713211
.00768652
-.25481864
-.00164564
-.04958036
.02302563
.03588689
.0003023
-.25033295
.16637491
.02597285
-.19713574
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
Std. Err.
P>|z|
=
=
=
=
23620
linear
9874
13746
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.752326
6.999458
-.2471321
.0035228
-.2506549
.0045497
.0038478
.0059586
.0035922
.0049645
1484.14
1819.08
-41.47
0.98
-50.49
0.000
0.000
0.000
0.327
0.000
6.743409
6.991917
-.2588108
-.0035179
-.2603851
6.761243
7.007
-.2354535
.0105634
-.2409247
explained
ANOSEST
EXPPOT
EXPPOT2
ESTPRIM
ESTSEC
ESTTER
.0137584
-.0475207
.0207843
.0078755
-7.80e-06
.0086331
.0019162
.0071789
.0071965
.0009461
.000041
.0009322
7.18
-6.62
2.89
8.32
-0.19
9.26
0.000
0.000
0.004
0.000
0.849
0.000
.0100027
-.0615912
.0066795
.0060212
-.0000882
.0068061
.017514
-.0334502
.0348892
.0097298
.0000726
.0104601
unexplained
ANOSEST
EXPPOT
EXPPOT2
ESTPRIM
ESTSEC
ESTTER
_cons
-.0840635
-.2490752
.1628606
-.042871
-.0067038
.025924
-.056726
.0287433
.0323043
.0193317
.0072424
.0015754
.0032397
.037474
-2.92
-7.71
8.42
-5.92
-4.26
8.00
-1.51
0.003
0.000
0.000
0.000
0.000
0.000
0.130
-.1403994
-.3123905
.1249712
-.0570659
-.0097915
.0195744
-.1301737
-.0277276
-.1857598
.20075
-.0286761
-.0036161
.0322736
.0167216
. oaxaca LWAGE ANOSEST EXPPOT EXPPOT2, by(HOMBRE) weight(0) model1(heckman, twostep select (OCUP= NATIVO SOLTERO ED
> (heckman, twostep select (OCUP= NATIVO SOLTERO EDAD NMIEM7))
Blinder-Oaxaca decomposition
Number of obs
Model
N of obs 1
N of obs 2
Group 1: HOMBRE = 0
Group 2: HOMBRE = 1
Std. Err.
P>|z|
=
=
=
=
15863
linear
6580
9283
LWAGE
Coef.
overall
group_1
group_2
difference
explained
unexplained
6.791242
7.229495
-.4382532
.011543
-.4497963
.0201357
.0103095
.0226215
.0045549
.0221315
337.27
701.25
-19.37
2.53
-20.32
0.000
0.000
0.000
0.011
0.000
6.751776
7.209289
-.4825906
.0026156
-.4931733
6.830707
7.249701
-.3939159
.0204704
-.4064193
explained
ANOSEST
EXPPOT
EXPPOT2
.0597605
-.0694218
.0212043
.0039885
.0064712
.0035783
14.98
-10.73
5.93
0.000
0.000
0.000
.0519432
-.0821051
.0141911
.0675777
-.0567385
.0282176
unexplained
ANOSEST
EXPPOT
EXPPOT2
_cons
.0335772
-.203953
-.0736814
-.2057391
.0282256
.0403399
.0267852
.0356934
1.19
-5.06
-2.75
-5.76
0.234
0.000
0.006
0.000
-.0217441
-.2830176
-.1261793
-.2756969
.0888984
-.1248883
-.0211834
-.1357813
100
.25
.4
.4
.2
.4
Quantile
Total differential
Effects of coefficients
.6
.8
Effects of characteristics
.2
.2
.4
Quantile
.6
.8
Sample 1
Sample 2
raw differential
quantity
effect
residual
gap
-.2471187
-.2531201
.0095614
.0109148
-.2566801
-.2640349
Total
-.0060013
.0013535
-.0073548
QP
Total
.0013535
-.0035803
.0076021
-.0026683
ANOSEST
EXPPOT
EXPPOT2
-.0039431
.0078312
-.0025347
-.0071249
4.64e-06
.0035399
.0043113
.0078278
-.004537
-.0011295
-1.29e-06
-.0015375
Total
D
E
U
Q
P
QP
=
=
=
=
=
=
QP
-.0073548
.0050216
-.0104891
-.0018873
difference in differential
difference in predicted gap
difference in residual gap
quantity effect
price effect
interaction Q x P
Total
-.2531201
-.0007417
-.2640349
.0116566
dEC
ANOSEST
EXPPOT
EXPPOT2
_cons
.0018548
-.0785843
.020389
.0503392
-.0028438
.0036177
.0016642
0
.0057979
-.0864155
.0229236
.0503392
-.0010993
.0042135
-.0041989
0
Total
-.0060013
.0024382
-.0073548
-.0010847
Sample 1
EC
dE
EC
ANOSEST
EXPPOT
EXPPOT2
_cons
.1319002
-.3688332
.2435752
-.2537609
.0229215
-.0454705
.019369
0
.1047036
-.3407522
.2331294
-.2537609
.0042751
.0173894
-.0089233
0
ANOSEST
EXPPOT
EXPPOT2
_cons
-.0028438
.0036177
.0016642
0
-.0060049
7.52e-06
.0065639
0
.0042832
.0036108
-.0036595
0
-.0011221
-5.97e-07
-.0012401
0
Total
-.2471187
-.0031799
-.2566801
.0127413
Total
.0024382
.0005665
.0042345
-.0023628
Sample 2
EC
dC
EC
ANOSEST
EXPPOT
EXPPOT2
_cons
.1337551
-.4474175
.2639641
-.2034218
.0200777
-.0418527
.0210333
0
.1105015
-.4271677
.256053
-.2034218
.0031758
.0216029
-.0131222
0
ANOSEST
EXPPOT
EXPPOT2
_cons
.0057979
-.0864155
.0229236
.0503392
.005077
-.0030433
-2.87e-06
0
.0006876
-.0826341
.0229268
.0503392
.0000333
-.000738
-2.82e-07
0
Total
-.0073548
.0020308
-.0086806
-.000705
Total
-.2531201
-.0007417
-.2640349
.0116566
dEC
EC
ANOSEST
EXPPOT
EXPPOT2
_cons
-.0010993
.0042135
-.0041989
0
-.00112
-2.88e-06
-.003024
0
.0000281
.004217
-.0008775
0
-7.35e-06
-6.97e-07
-.0002974
0
Total
-.0010847
-.0041468
.0033676
-.0003054
dE
dC
dEC
ANOSEST
EXPPOT
EXPPOT2
_cons
.0018548
-.0785843
.020389
.0503392
-.0028438
.0036177
.0016642
0
.0057979
-.0864155
.0229236
.0503392
-.0010993
.0042135
-.0041989
0
Total
-.0060013
.0024382
-.0073548
-.0010847
EC
ANOSEST
EXPPOT
EXPPOT2
_cons
-.0028438
.0036177
.0016642
0
-.0060049
7.52e-06
.0065639
0
.0042832
.0036108
-.0036595
0
-.0011221
-5.97e-07
-.0012401
0
Total
.0024382
.0005665
.0042345
-.0023628
dC
EC
D
E
C
EC
=
=
=
=
Sntesis
Naturaleza de la variable: continua vs discreta
Descomposicin agregada vs detallada (identificacin)
Problemas de seleccin (Heckman vs Matching)
Descomposicin en la media o a lo largo de la distribucin
(solo para variables continuas )
Comparacin de las diferencias entre grupos a lo largo del
tiempo
oaxaca
jmpierce2
nldecompose
smithwelch
fairlie
nopomatch
rqdeco