Rqdeco is a R command computing a decomposition of differences in
distributions using quantile regression. It is a generalization of the
Oaxaca/Blinder decomposition since it decomposes observed differences into a
part explained by differences in characteristics and a part explained by
differences in coefficients. It is very similar to the Machado/Mata
decomposition. This
estimator is defined in the first chapter of my PhD thesis.
The
file contains also the definition of qte and qtet. These functions estimate the quantile treatment effect
and the quantile treatment effect on the treated using a nonparametric quantile
regression estimator.
TXT file containing the functions.
TXT file containing
some simulations.